add minor windows-specific fixes

hey @ahbee, 

First of all: This is great, and the example i got to run on windows after a bit of fiddling is beautiful!

i'm adding a couple of minor, windows specific fixes. These are mainly related to the vs2012 c++ compiler not allowing you to allocate c-style arrays of dynamic size. (ERR C2466). 

Using c++ vectors gives you the additional security that c++ takes care of cleaning up these memory object as soon as they fall out of scope, and so that might be useful for other implementations, too.