I compiled openssl 1.0.1l to $LIBSSLBUILD
before hand use the directions in the haproxy readme... then
$ make TARGET=solaris USE_OPENSSL=yes USE_STATIC_PCRE=1 ADDINC=-I$LIBSSLBUILD/include ADDLIB="-L$LIBSSLBUILD/lib -ldl" clean all
...
$ ./haproxy -vv | grep OpenSSL | head -2
Built with OpenSSL version : OpenSSL 1.0.1l 15 Jan 2015
Running on OpenSSL version : OpenSSL 1.0.1e 11 Feb 2013
also