I have successfully compiled rpy2 2.0.6 on windows. Here are the final steps:

[1] install msys (MSYS-1.0.11-rc-1) and mingw32 (MinGW-5.1.4) and add to path.

[2] install Python binaries from python.org and NOT the activestate version

[3] In <python root>\Lib\distutils 
(a) put a files called "distutils.cfg" which contains
        =====================
        [build]
        compiler = mingw32
        =====================

(b) change line 278 in unixcompiler.py
compiler = "gcc"#os.path.basename(sysconfig.get_config_var("CC"))

[4] command line: python setup.py bdist_wininst

rpy2-2.0.6

[1] added to rinterface.h
extern uintptr_t R_CStackLimit; /* C stack limit */
extern int R_SignalHandlers;
extern Rboolean R_Interactive;

------------------------
Took the longest time to figure out that step 2 was the problem.  I now have 
rpy2-2.0.6.win32-py2.5.exe and rpy2-2.0.6.win32-py2.6.exe. Please send me an 
e-mail if you need the 2.5 build.

Thanks.

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