How to install and use binary distribution of gnuradio on win32.
install msys and mingw
install standard win32 python (python-2.4.1.msi) in a path without spaces (c:\Python24)
install numerical python for win32 (Numeric-23.8.win32-py2.4.exe) as addon to python
install standard win32 swig (swigwin-1.3.24.zip) in a path without spaces (c:\SWIG-1.3.24)
copy all files in fftw-bin\mingw and cppunit-bin\mingw to your mingw installation and add /mingw/gtk2/bin to your path (or at least copy .../bin to a place on your path or copy it to its own directory and add that to your path)
or
patch build and install cppunit and fftw-3.01 yourself

copy all files in gnuradio-bin/Python24/site-packages to your python site-packages directory 
copy all files in gnuradio-bin/usr/local to /usr/local or at least copy ../bin to a place on your path
make sure x:\python24\;x:\python24\libs;x:\python24\lib;x:\python24\Lib\site-packages;x:\python24\lib\site-packages\gr;x:\whereyouinstalled\gnuradio\bin  are on your path.
(where x:\python24 is the place where you installed python)
If you have cygwin installed, make sure win32 python is on your path before cygwin python

optional:
for a reduced wxgui experience with my patched wxgui for gnuradio
install python win32api (pywin32-204.win32-py2.4.exe)
install wxpython for win32 (wxPython2.6-win32-ansi-2.6.0.0-py24.exe) 

install (or use directly) gnuradio-examples-0.4

fftsink works quite nice
scopesink is a very dirty hack and has no triggers or whatsoever
(normal pipe doesn't work because python-win32 file-descriptors are not understood by windows processes.
For fftsink I could solve this by using a named pipe. In scopesink I had to use a file-sink in stead of scopesink because gnuradio-core 
is not(yet) patched to use a named pipe in scopesink)

audio-windows
audio-sink works poorly but it works (synchronisation should be improved)
audio-source is not implemented yet

for how to built gnuradio for win32 using mingw yourself see README.mingw