I've renamed all of them to their respective names in the same directory as the build instructions require.
It looks like things build normally until I see this (Note that this is just a snippet from the very bottom of all the output, there is far more above but I have left it out):
if not exist ".\Debug/" mkdir ".\Debug"
"C:\Program Files (x86)\Microsoft Visual Studio 9.0\VC\BIN\nmake.exe" /
/F .\apr.mak CFG="apr - Win32 Debug"
Microsoft (R) Program Maintenance Utility Version 9.00.30729.01
Copyright (C) Microsoft Corporation. All rights reserved.
if not exist ".\LibD/" mkdir ".\LibD"
NMAKE : fatal error U1073: don't know how to make '"apr.h"'
Notice the error at the bottom of the snippet above. Why is this happening?