diff --git a/cibuildwheel/resources/appveyor_run_with_env.cmd b/cibuildwheel/resources/appveyor_run_with_env.cmd
new file mode 100644
index 00000000..d549afe5
--- /dev/null
+++ b/cibuildwheel/resources/appveyor_run_with_env.cmd
@@ -0,0 +1,88 @@
+:: To build extensions for 64 bit Python 3, we need to configure environment
+:: variables to use the MSVC 2010 C++ compilers from GRMSDKX_EN_DVD.iso of:
+:: MS Windows SDK for Windows 7 and .NET Framework 4 (SDK v7.1)
+::
+:: To build extensions for 64 bit Python 2, we need to configure environment
+:: variables to use the MSVC 2008 C++ compilers from GRMSDKX_EN_DVD.iso of:
+:: MS Windows SDK for Windows 7 and .NET Framework 3.5 (SDK v7.0)
+::
+:: 32 bit builds, and 64-bit builds for 3.5 and beyond, do not require specific
+:: environment configurations.
+::
+:: Note: this script needs to be run with the /E:ON and /V:ON flags for the
+:: cmd interpreter, at least for (SDK v7.0)
+::
+:: More details at:
+:: https://github.com/cython/cython/wiki/64BitCythonExtensionsOnWindows
+:: http://stackoverflow.com/a/13751649/163740
+::
+:: Author: Olivier Grisel
+:: License: CC0 1.0 Universal: http://creativecommons.org/publicdomain/zero/1.0/
+::
+:: Notes about batch files for Python people:
+::
+:: Quotes in values are literally part of the values:
+::      SET FOO="bar"
+:: FOO is now five characters long: " b a r "
+:: If you don't want quotes, don't include them on the right-hand side.
+::
+:: The CALL lines at the end of this file look redundant, but if you move them
+:: outside of the IF clauses, they do not run properly in the SET_SDK_64==Y
+:: case, I don't know why.
+@ECHO OFF
+
+SET COMMAND_TO_RUN=%*
+SET WIN_SDK_ROOT=C:\Program Files\Microsoft SDKs\Windows
+SET WIN_WDK=c:\Program Files (x86)\Windows Kits\10\Include\wdf
+
+:: Extract the major and minor versions, and allow for the minor version to be
+:: more than 9.  This requires the version number to have two dots in it.
+SET MAJOR_PYTHON_VERSION=%PYTHON_VERSION:~0,1%
+IF "%PYTHON_VERSION:~3,1%" == "." (
+    SET MINOR_PYTHON_VERSION=%PYTHON_VERSION:~2,1%
+) ELSE (
+    SET MINOR_PYTHON_VERSION=%PYTHON_VERSION:~2,2%
+)
+
+:: Based on the Python version, determine what SDK version to use, and whether
+:: to set the SDK for 64-bit.
+IF %MAJOR_PYTHON_VERSION% == 2 (
+    SET WINDOWS_SDK_VERSION="v7.0"
+    SET SET_SDK_64=Y
+) ELSE (
+    IF %MAJOR_PYTHON_VERSION% == 3 (
+        SET WINDOWS_SDK_VERSION="v7.1"
+        IF %MINOR_PYTHON_VERSION% LEQ 4 (
+            SET SET_SDK_64=Y
+        ) ELSE (
+            SET SET_SDK_64=N
+            IF EXIST "%WIN_WDK%" (
+                :: See: https://connect.microsoft.com/VisualStudio/feedback/details/1610302/
+                REN "%WIN_WDK%" 0wdf
+            )
+        )
+    ) ELSE (
+        ECHO Unsupported Python version: "%MAJOR_PYTHON_VERSION%"
+        EXIT 1
+    )
+)
+
+IF %PYTHON_ARCH% == 64 (
+    IF %SET_SDK_64% == Y (
+        ECHO Configuring Windows SDK %WINDOWS_SDK_VERSION% for Python %MAJOR_PYTHON_VERSION% on a 64 bit architecture
+        SET DISTUTILS_USE_SDK=1
+        SET MSSdk=1
+        "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Setup\WindowsSdkVer.exe" -q -version:%WINDOWS_SDK_VERSION%
+        "%WIN_SDK_ROOT%\%WINDOWS_SDK_VERSION%\Bin\SetEnv.cmd" /x64 /release
+        ECHO Executing: %COMMAND_TO_RUN%
+        call %COMMAND_TO_RUN% || EXIT 1
+    ) ELSE (
+        ECHO Using default MSVC build environment for 64 bit architecture
+        ECHO Executing: %COMMAND_TO_RUN%
+        call %COMMAND_TO_RUN% || EXIT 1
+    )
+) ELSE (
+    ECHO Using default MSVC build environment for 32 bit architecture
+    ECHO Executing: %COMMAND_TO_RUN%
+    call %COMMAND_TO_RUN% || EXIT 1
+)
\ No newline at end of file
diff --git a/cibuildwheel/windows.py b/cibuildwheel/windows.py
index a9b4862f..efc499df 100644
--- a/cibuildwheel/windows.py
+++ b/cibuildwheel/windows.py
@@ -11,27 +11,7 @@ from .util import prepare_command, get_build_verbosity_extra_flags
 
 
 def build(project_dir, output_dir, test_command, test_requires, before_build, build_verbosity, build_selector, environment):
-    # run_with_env is a cmd file that sets the right environment variables to
-    run_with_env = os.path.join(tempfile.gettempdir(), 'appveyor_run_with_env.cmd')
-    if not os.path.exists(run_with_env):
-        with open(run_with_env, 'wb') as f:
-            request = urlopen('https://github.com/ogrisel/python-appveyor-demo/raw/09a1c8672e5015a74d8f69d07add6ee803c176ec/appveyor/run_with_env.cmd')
-            f.write(request.read())
-
-    def shell(args, env=None, cwd=None):
-        # print the command executing for the logs
-        print('+ ' + ' '.join(args))
-        args = ['cmd', '/E:ON', '/V:ON', '/C', run_with_env] + args
-        return subprocess.check_call(' '.join(args), env=env, cwd=cwd)
-
-    PythonConfiguration = namedtuple('PythonConfiguration', ['version', 'arch', 'identifier', 'path'])
-
-    # At this point, we need to check if we are running on Azure, because if
-    # so Python is not located in the usual place. We recognize Azure by
-    # checking for a C:\hostedtoolcache directory - there aren't any nice
-    # environment variables we can use as on some other CI frameworks.
-
-    if os.path.exists('C:\hostedtoolcache'):
+    if os.path.exists('C:\\hostedtoolcache'):
 
         # We can't hard-code the paths because on Azure, we don't know which
         # bugfix release of Python we are getting so we need to check which
@@ -44,6 +24,10 @@ def build(project_dir, output_dir, test_command, test_requires, before_build, bu
             path = glob("C:\\hostedtoolcache\\windows\\Python\\" + version.replace('x', '*') + "\\" + suffix)[0]
             return path
 
+        def shell(args, env=None, cwd=None):
+            print('+ ' + ' '.join(args))
+            args = ['cmd', '/E:ON', '/V:ON', '/C'] + args
+            return subprocess.check_call(' '.join(args), env=env, cwd=cwd)
     else:
 
         def python_path(version, arch):
@@ -53,6 +37,24 @@ def build(project_dir, output_dir, test_command, test_requires, before_build, bu
                 path += '-x64'
             return path
 
+        run_with_env = os.path.join(os.path.dirname(__file__), 'resources', 'appveyor_run_with_env.cmd')
+    
+        # run_with_env is a cmd file that sets the right environment variables to
+
+        def shell(args, env=None, cwd=None):
+            # print the command executing for the logs
+            print('+ ' + ' '.join(args))
+            args = ['cmd', '/E:ON', '/V:ON', '/C', run_with_env] + args
+            return subprocess.check_call(' '.join(args), env=env, cwd=cwd)
+
+    PythonConfiguration = namedtuple('PythonConfiguration', ['version', 'arch', 'identifier', 'path'])
+
+    # At this point, we need to check if we are running on Azure, because if
+    # so Python is not located in the usual place. We recognize Azure by
+    # checking for a C:\hostedtoolcache directory - there aren't any nice
+    # environment variables we can use as on some other CI frameworks.
+
+
     python_configurations = [
         PythonConfiguration(version='2.7.x', arch="32", identifier='cp27-win32', path=python_path('2.7.x', '32')),
         PythonConfiguration(version='2.7.x', arch="64", identifier='cp27-win_amd64', path=python_path('2.7.x', '64')),