Update - I have a workaround:
I have avoided the problem by: downloading the most recent OpenSSL for Windows from here [
http://slproweb.com/products/Win32OpenSSL.html ], then installing everything to the C:\OpenSSL-Win32\ directory, including the libraries, then copying both libraries that are presumably needed ( libeay32.dll and ssleay32.dll ) to the C:\Program Files (x86)\Yubico\YubiKey NEO Manager\ directory.
Now 0.2.2 no longer crashes on startup.
I didn't allow the installer put the libraries in to the C:\Windows\ tree (as it would by default) because I didn't want to overwrite the two files in C:\Windows\SYSWOW64\ without really knowing this was the correct solution.
Just FYI.