Sorry, I don't know why I assumed that. Here's a link for doing it for MinGW.
I forgot to mention I'm using MinGW/GCC 4.6.3, not Visual Studio.
Hmmm... you'll have to make sure the command parameters are exactly the same. For example, if you're using make, you can do make V=1 to see what the exact command is for linking things, and then just copy 'n' paste the linking command with the changes you need. Usually ld or ar are used in linking stuff. If you're using ld, just change the output DLL name (and be sure to pass --out-implib file to generate an import library (.a) (or you can pass --output-def file which will make a definitions file (.def) that can be used to make an import library later)). If you're using ar, you're make a static library so an import library is useless and it won't make one, so no need to worry about this one. Another common linking tool is libtool, but I have less experience with that.
@Cornstalks: I do have the compiled .o files, the .a with the wrong name, and the compiled .dll.
Excellent idea re-linking the objects. Just tried it on a few, after some monkeying around, and I think it's working, though sometimes the filesizes being outputted are different (sometimes by more than a little) from the original DLLs Boost generated making me think some of the symbols are being missed.
I'd say first try krippy2k8's solution for all you can, then try making an import library from the DLL, and then try relinking the object files.