I have been following "Maven : The Definitive Guide" by Sonatype page 75 and so downloaded curl-7.24.0 for the example.
I noticed that there has been one previous question on curl in this forum and expect that others have run the example successfully.
What should I put in my WinXP-Pro path so that I don't get the error above ?
You can download a Windows version of curl from http://curl.haxx.se/download.html. Grab one of the binary zip files, download it, and unpack it to anywhere in your PATH.