I've been trying to achieve this for more than a year, and it's finally done!
Thanks to jernej, the maintainer of the GIMP binary installers for Windows.
First remove any existing versions of gtk+, gimp, pycairo, pygtk+ and numpy from the computer. Remove any existing versions of Python, too, whether that is the Python distribution from www.python.org, or ActiveState Python.
Download from these URLs:
http://www.activestate.com/Products/Act
http://sourceforge.net/project/showfile
(GIMP) click 'Download' then 'gimp-2.3.12-i586-setup.zip'
(GTK) click 'Download' then 'gtk+-2.10.6-1-setup.zip'
Both of these are zips containing a single installer .EXE.
http://www.mapr.ucl.ac.be/~gustin/win32
in the 'Python 2.4' division in the 'pygtk 2.8', download both files.
http://sourceforge.net/project/showfile
download Numpy (numpy-1.0.1.win32-py2.4.exe)
And install. I installed in this order:
ActiveState Python
NumPy
GTK+
PyCairo
PyGTK+
GIMP (verify that the 'gimp-python' extension is checked)
The first thing you should do after installing is open GIMP, go to the toolbox, and select 'Xtns->Python-Fu->Console' from the toolbox menu. This should bring up a window titled 'Python Console'. Now load an image.
Enter the following into the console:
i = gimp.image_list()[0] print i
It should print out something like "<gimp.Image 'mypic.png'>". If this works, then your PyGimp installation is in good shape!

(this is not my windows system; It is just the one I tried this on.)
PART 1 COMPLETE.
PART 2 deals with installing my PyGimp plugins (of which there are many)
December 16 2006, 08:33:01 UTC 5 years ago
Note
Part 2 is progressing well; Installing my libraries is straightforward; Installing plugins almost as simple. I'm presently fixing compatibility issues (I use python 2.6, which has the 'with' statement and the '(A if EXPR else B) syntax for returning expressions dependent on an expression's truth value). A few plugins are useful but I haven't used them for a while and they need updating, too. I expect to have part 2 finished by sometime tomorrow.April 8 2008, 20:50:35 UTC 4 years ago
Thanks for this info.
I have followed these steps to install the "gimp-python" extension under Win XP Pro and it worked, but you have to note down the Python version you install with ActiveState. It's version 2.5 ot version 2.5 that's essential.