http://www.gromacs.org/Documentation/Installation_Instructions_4.6#3.4.1._FFTW

FFTW is likely to be available for your platform via its package management system, but there can be compatibility and significant performance issues associated with these packages. In particular, GROMACS simulations are normally run in single floating-point precision whereas the default FFTW package is normally in double precision, and good compiler options to use for FFTW when linked to GROMACS may not have been used. Accordingly, the GROMACS team recommends either

that you permit the GROMACS installation to download and build FFTW 3.3.2 from source automatically for you (use cmake -DGMX_BUILD_OWN_FFTW=ON), or

that you build FFTW from the source code. Note that the GROMACS-managed download of the FFTW tarball has a slight chance of posing a security risk. If you use this option, you will see a warning that advises how you can eliminate this risk.

If you build FFTW from source yourself, get the most recent version and follow its installation guide available from http://www.fftw.org. Choose the precision (i.e. single or float vs. double) to match what you will later require for GROMACS. There is no need to compile with threading or MPI support, but it does no harm. On x86 hardware, compile only with --enable-sse2 (regardless of precision) even if your processors can take advantage of AVX extensions. Since GROMACS uses fairly short transform lengths we do not benefit from the FFTW AVX acceleration, and because of memory system performance limitations, it can even degrade GROMACS performance by around 20%. There is no way for GROMACS to limit the use to SSE2 acceleration at run time if AVX support has been compiled into FFTW, so you need to set this at compile time.

try this

http://www.gromacs.org/Downloads/Installation_Instructions/Windows

Hi, you can try this protocol:

http://machine-phase.blogspot.com/2009/04/how-to-install-gromacs-on-windows-vista.html