I\'m brand new to Python (and programming in general) I come from a finance background, so please bear with me. I just started using Python (Enthought\'s Pylab/Scipy/Numpy)
I had exactly the same problem running rpy2 in python under win32 "WINBLOW :)" XP ; but I got this to work , FINALLY !!.
Here's how I did it :
Same as Guillaume, I had to copy all the files from C:\Program Files\R\R-2.15.0\bin\i386 to R\R-2.15.0
I had to set an environment variable
Go to My Computer>properties>Advanced>Environment Variables>
Variable : "PATH" , adding ;C:\Program Files\R\R-2.15.0 at the end of the "Value"
python setup.py build install under command prompt C:\Python27\rpy2>Hope This help, and please let me know if this work for you.