The problem with stunnel is that you are using a 4.x configuration file with a 3.x stunnel. 3.x stunnel uses switches (not .conf file)
Thank you for pointing that out. I've spent quite a while reading the documentation, but had not realized that. I guess there have been just too many new things. One thing that probably confused me was the fact that I first tried out with Stunnel 4.18 in Windows, then changed to 3.26 in Linux. The difference in the usage would have been easier to notice had the two versions been on the same platform.
.... 4.x changed from switches. You could simply install the 4.x -- it supports later SSL versions (2 & 3) and seems to work pretty well
I installed the libcurl3-openssl-dev package as suggested and after that I had no problems installing Stunnel 4.18. I spent Wednesday learning about certificates and hopefully on Thursday I'll be able to run some succesful tests.
Tommi