So I'm following the instructions to install MPIR (bigger integers library), which i chose before GMP, because of more information being availible on Windows download and just easier installation for typical user. Basically I found this simple tutorial: http://www.exploringbinary.com/how-to-install-and-run-gmp-on-windows-using-mpir/
The only thing I've done different from this tutorial is my Visual Studio 9.0 being stored in Program Files (x86) and when I then proceed to open Visual Studio 2008, it can't find any projects in my solution 'mpir'.
And so I need not to compromise the steps stated in the tutorial (must have Visual Studio in the exact directory) and then see how things will work out.
This is my current Visual Studio 2008 (Express Edition All-in-One DVD ISO) download: https://go.microsoft.com/fwlink/?LinkId=104679 , which i then open using WinRAR and run the setup aplication that allows me to choose from four (C#, C++, Basic, Web Developer). I choose C++ and proceed to change the destination folder, which is set to Program Files (x86) to Program Files, but after the installation I always end up with Visual Studio being in Program Files (x86). (I can create a file with random name and Visual Studio installs in that file, also I can move Visual Studio from Program Files (x86) or random file to Program Files, but then Visual Studio won't be detected and I won't be able to open 'mpir.sln' in it.)