This was much easier than expected, especially without the hassle of installing Cygwin!
First of all, grab ez_setup.py from the setuptools v1.1 page.
In your Python command prompt, type:
python ez_setup.py Let it work it's magic as it installs a copy of easy_install.exe into your Python/Scripts folder.
Just make sure that folder is in the PATH variable of your shell or system environment variable.
Once you're done with that, test out the script by installing something.
Normally you can install things via:
cd pypackagename-1.0.0
python setup.py install 
All good? Yeaaaaaaaah, all good.
