I have created a new kde CMake release, it can be found here:

http://www.cmake.org/files/v2.3/cmake-2.3.4-20060317-win32.exe
http://www.cmake.org/files/v2.3/cmake-2.3.4-20060317.tar.gz

You should be able to use the windows binary, and avoid having
to build CMake on windows.   I have also tagged the CMake repository with  
CMake-2-3-4-kde, if you want to use a cvs version of cmake, you can use that tag.
The .tar.gz file is a unix line feed tar ball.   The .exe is a windows
installer. Please let me know if there are any issues. 

We are working on the official CMake 2.4 release, so please report
bugs soon, so we can get the fixes into the official release.  Thanks.

-Bill