No need to create directory here - causes an error when cached.

appveyor.yml

@@ -6,8 +6,7 @@ install:
   - appveyor DownloadFile http://slproweb.com/download/Win32OpenSSL-1_0_2.exe
   - Win32OpenSSL-1_0_2.exe /silent /verysilent /sp- /suppressmsgboxes
   - appveyor DownloadFile ftp://sourceware.org/pub/pthreads-win32/pthreads-w32-2-9-1-release.zip
-  - md C:\pthreads
-  - 7z -y x pthreads-w32-2-9-1-release.zip -oC:\pthreads
+  - 7z -y x pthreads-w32-2-9-1-release.zip -oC:\pthreads\
   - appveyor DownloadFile "http://sunet.dl.sourceforge.net/project/nsis/NSIS 2/2.46/nsis-2.46-setup.exe" -FileName nsissetup.exe
   - nsissetup /S /D=%NSIS_ROOT%