Hi,
When I use Nginx 1.0.5 in WINDOWS, It message a box with information that is heap corruption.
I use Visual Studio to debug it and find that in src/os/win32/ngx_file.c line 224 ngx_win32_rename_file() .
When I do like this:

ngx_err_t
ngx_win32_rename_file(ngx_str_t *from, ngx_str_t *to, ngx_log_t *log)
{
u_char *name;
ngx_err_t err;
ngx_uint_t collision;
ngx_atomic_uint_t num;
size_t size;

size = to->len + 1 + 10 + 1 + sizeof("DELETE") + 1;

name = ngx_alloc(size, log);
if (name == NULL) {
return NGX_ENOMEM;
}

ngx_memzero(name,size);

ngx_memcpy(name, to->data, to->len);

...
....
}

It run OK..