Here\'s my question.
Right now I have a Linux server application (written using C++ - gcc) that communicates with a Windows C++ client application (Visual Studio 9, Qt 4
Have you tried the SSL support in Boost.Asio or ACE? Both use OpenSSL under-the-hood, and provide similar abstractions for TCP, UDP and SSL. Sample code is available in both the Boost.Asio and ACE distributions.
One thing you may need to keep in mind is that SSL is record-oriented instead of the stream-oriented (both TCP and UDP). This may affect how you multiplex events since you must, for example, read the full SSL record before you can call a read operation complete.