Added code to make temporary file names consistant

This code should make the temporary file names a bit more consistant
with what gets set in the global constants. This way if those ever
change the temporary files should as well and hopefully continue to make
sense as to what they do.
Add headers for Windows builds

This lets the user see progress and where errors/warnings are happening
a bit easier. It also is similar to how the output done by the Make
stuff on the NIX side.