How to compile
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If you are using GNU C Compiler (gcc) you just have to add the "-lpthread" to link with the library pthread, like:
gcc shttpscanner_v0.4.c -o shttpscanner_v0.4 -lpthread

In Windows you need to download some .dll, .h and .a files. You can download it on http://sourceforge.net/projects/shttpscanner/
In the download section you can see the "pthread-win32lib" package. Download it and read the instructions