Installing python library cffi on Windows

If I pip install cffi, I get this:

building '_cffi_backend' extension
c:mingwbingcc.exe -mdll -O -Wall -Ic/libffi_msvc -IC:python27include -IC:python27PC -c c/_cffi_backend.c -o buildtemp.win32-2.7Releasec_cffi_backend.o
...
(lots of warnings)
...
c/libffi_msvcwin32.c: In function 'ffi_call_x86':
c/libffi_msvcwin32.c:48:2: error: '_asm' undeclared (first use in this function)
c/libffi_msvcwin32.c:48:2: note: each undeclared identifier is reported only once for each function it appears in
c/libffi_msvcwin32.c:48:7: error: expected ';' before '{' token
c/libffi_msvcwin32.c:162:1: warning: control reaches end of non-void function [-Wreturn-type]
error: command 'gcc' failed with exit status 1

This is using MinGW obviously.

I also tried installing from the wheel here:

pip install https://pypi.python.org/packages/cp27/c/cffi/cffi-0.8.6-cp27-none-win32.whl#md5=aedc78351af65c4f514df0f2812473eb

I get the following strange error:

Downloading/unpacking https://pypi.python.org/packages/cp27/c/cffi/cffi-0.8.6-cp27-none-win32.whl
  Downloading cffi-0.8.6-cp27-none-win32.whl (77kB): 77kB downloaded
  Running setup.py egg_info for package from https://pypi.python.org/packages/cp27/c/cffi/cffi-0.8.6-cp27-none-win32.whl
    Traceback (most recent call last):
      File "<string>", line 16, in <module>
    IOError: [Errno 2] No such file or directory: 'c:\users\me\appdata\local\temp\pip-nkx4aq-build\setup.py'

And in fact when I look in that (temp) pip-nkx4aq-build directory, I see that there is no setup.py there.

So, my question simply is, why would this fail, and what do I need to do to install cffi on Windows?