Please reopen the bug, current documentation change is not a proper solution and also it does not work (see below).

Python's openssl repository contain pregenerated mak files (/ms/*.mak), when it should not. 

If you check openssl repository you will see that these are set to be ignored. See http://cvs.openssl.org/fileview?f=openssl/ms/.cvsignore&v=1.2.4.1

OpenSSL build script are able to detect properly nasm (or nasmw) but if you put the resulted mak files on the SVN it will break the build on other systems (like ones not having `nasmw` binary).

There are several solutions for this problem:
* (fast) modify mak files to replace nasmw with nasm - this may break the build on same machines that are not using a current version of nasm, or where people renamed the file instead of making a copy or a symlink.
* (better but harder) remove the /ms/*.mak files from the repository and assure that the build system is calling the original openssl build scripts (the ones that are able to properly generate the mak files).

Initially I considered that this is bug in OpenSSL, but this is not the case: http://rt.openssl.org/index.html?q=2338