Taken from OpenSSL_1_0_0-stable:
Include proper header files for time functions.
Submitted by Arpadffy Zoltan <Zoltan.Arpadffy@scientificgames.se>
diff --git a/ssl/d1_lib.c b/ssl/d1_lib.c
index c2867c9..96b220e 100644
--- a/ssl/d1_lib.c
+++ b/ssl/d1_lib.c
@@ -62,7 +62,7 @@
#include <openssl/objects.h>
#include "ssl_locl.h"
-#ifdef OPENSSL_SYS_WIN32
+#if defined(OPENSSL_SYS_WIN32) || defined(OPENSSL_SYS_VMS)
#include <sys/timeb.h>
#endif
diff --git a/ssl/dtls1.h b/ssl/dtls1.h
index 448c254..f85acf5 100644
--- a/ssl/dtls1.h
+++ b/ssl/dtls1.h
@@ -68,6 +68,10 @@
#include <openssl/buffer.h>
#include <openssl/pqueue.h>
+#ifdef OPENSSL_SYS_VMS
+#include <resource.h>
+#include <sys/timeb.h>
+#endif
#ifdef OPENSSL_SYS_WIN32
/* Needed for struct timeval */
#include <winsock.h>