I had the same problem, and approached Scott Goodwin.
His response follows (it worked for me):
Hi,
the problem is a changed #define in openssl. Edit the nsopenssl.h file
and change THREADS to OPENSSL_THREADS near the top. That should do it.
/s.
On Tuesday, March 18, 2003, at 05:17  PM, mailto:lachmyers@netscape.net wrote:
<blockquote> A comment on
 http://scottg.net/webtools/aolserver/modules/nsopenssl/installation/
 index.htm
 was added to the scottg comment realm:
 I'm compiling the OpenSSL 0.9.7a from the source
 tarball, and having trouble compiling with thread
 support. At least, nsopenssl is still complaining
 that "OpenSSL was compiled without thread support!".
 I used
 /config --prefix=/usr
 --openssldir=/usr/local/openssl threads -D_REENTRANT
 make CC="gcc -fPIC"
 Thanks
 from mailto:lachmyers@netscape.net (Lach Myers)
</blockquote>