I am trying to set up Castle Windsor with ASP.NET WebAPI.
I am also using the Hyprlinkr package (https://github.com/ploeh/Hyprlinkr) and so need an instance of HttpR
Why not to use already built-in mechanism in ASP.NET Web API - Dependency resolver
http://www.asp.net/web-api/overview/extensibility/using-the-web-api-dependency-resolver
In project WebApiContrib there is CastleWindsor resolver implementation, but as I've seen with Dependency resolver
https://github.com/WebApiContrib/WebApiContrib.IoC.CastleWindsor
And as Mark said in comment - one of the ways to implement IHttpControllerActivator
http://blog.ploeh.dk/2012/10/03/DependencyInjectionInASPNETWebAPIWithCastleWindsor.aspx