Get the GnuPG 1.2.4 Win32 Binaries 
Installation (DO NOT USE ALTERED PATHS): 
German Windows: 
%ProgramFiles% = "C:\Programme" 
%APPDATA% = "C:\Dokumente und Einstellungen\%USERNAME%\Anwendungsdaten" 
English Windows: 
%ProgramFiles% = "C:\Program Files" 
%APPDATA% = C:\Documents and Settings\%USERNAME%\Application Data" 
Create %ProgramFiles%\GNU\GnuPG and extract the GnuPG Binaries into this directory 
Create %APPDATA%\GNU\GnuPG (this is the GnuPG HomeDir) and copy gpg.conf into this directory 
Merge gpg.reg with your registry (double-click) 
Read the gpg-readme.txt (German only at this time :-/) 
Suggested readings about PGP/GPG: