If you don't want to contribute you should go for the player's way.
Windows developers and/or hackers must follow the latter.
Simply donwload the installer and it should setup all for you (dependencies included)!
I am not sure if Python 2.6 works with OpenRPG so I suggest you get a copy of Python 2.5. You can get this at python.org/download but it might be easier to use the links here and you can get wxPython via those links too.
I suggest you to append to your PATH environment variable the path to where you just installed python (e.g. C:\Python25) and to the Scripts dir (e.g. C:\Python25\Scripts).
This will allow you to call the python interpreter and all the scripts filed under the Scripts dir directly from the cmd.exe just typing "python" or the script name.
You can also append to your PATHEXT environment variable the .PY extension, so you don't even need to type the extension when calling a python script from the console.
C:\>python
Python 2.5.1 (r251:54863, Apr 18 2007, 08:51:08) [MSC v.1310 32 bit (Intel)] on win32
Type "help", "copyright", "credits" or "license" for more information.
>>>
You might be able to find an old version of wxPython from their home site but I suggest using the links here.
Then type in a new instance of the python interpreter:
>>> import wx
If you don't see any ImportError it's all right.
C:\>hg</pre>
You should see a list of commands ... you are now ready to install !OpenRPG!
C:\SRC>hg clone http://hg.assembla.com/openrpg
destination directory: openrpg
requesting all changes
adding changesets
adding manifests
adding file changes
added 41 changesets with 504 changes to 463 files
updating working directory
463 files updated, 0 files merged, 0 files removed, 0 files unresolved
C:\SRC>
(This is the output I got on my local machine.)