I noticed on your Web Lab website that you suggest to download the Enthouhht edition. Although I suggest that to my students for class as well, we are currently running into some problems as the latest Enthought edition still includes an old numpy (version less than 1.0). Some important changes were made just before the 1.0 release, so please be aware of that.
Now that we are on the topic, does anybody have good enough connections with Enthought to convince them to update the distribution? I can toss-in a box of donuts if that would help,
I believe they are working on it, but they're shifting their approach to easily install the individual packages of the distribution individually/together/whatever by using eggs. It's good for the long term, but I guess unfortunate for people looking for the newest/easiest install in the interim.
Still, though, I think I've heard people still having some success by just installing the latest enthought edition. After that, you can pull down numpy/scipy/matplotlib from svn and install each over the old version in enthought.
Lastly, Stef Mientki has apparently whipped up a "Portable SciPy" that is meant to be a one-click installer on windows if doing the above is unsatisfactory. Here's his announcement from the SciPy mailing list.
Portable SciPy, is an easy installer of SciPy for M$ windows users.
For this moment, you can find the description page, with all links here
For future use, it's advised to always use my redirector page
The simple method described here,
can be used to create any set of Python packages + other programs,
with just a few lines of code (example available).
and let me hear what you think of it.
Lastly, I can't really vouch for any of these things since I don't use Windows, hopefully they work easily enough.