Installing rpy2 in windows can be rather complex. Here are the instructions that worked for me:
1. Install R
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http://cran.r-project.org/bin/windows/base/
2. Install Rtools
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http://cran.r-project.org/bin/windows/Rtools/
3. Define environmental variables
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Control Panel | Advanced tab | Environmental Variables
define the following: RHOME, R_HOME, R_USER
examples
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RHOME: C:\Program Files\R\R-2.13.1
R_HOME: C:\Program Files\R\R-2.13.1
R_USER: C:\Users\username\Documents
4. Append path to R (and Rtools) executable(s) to PATH
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Control Panel | Advanced tab | Environmental Variables
example paths: C:\Program Files\R\R-2.13.1\bin\i386; C:\Rtools\bin
5. Build rpy2
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1. Download and execute the binary executable
or
2. Download the source and build:
In the rpy2 folder...
python setup.py build --force -c mingw32
python setup.py install
Adapted from https://bitbucket.org/lgautier/rpy2/pull-request/3/added-some-win32-install-instructions