Compiling on Windows

I've been using the cvs version on Mandrake, but I'll need to be working in
WinXP and using the "embedded TkAgg" facility. I looked into compiling on
WinXP, but that looks like something I'd like to avoid.

Is it too much to ask for an upgrade to the Windows installer?
Alternatively, tell me that compiling is not as bad as it looks, and that it
actually goes rather smoothly.