Windows installer needs to be better documented, and preferably more self-contained
I tried to install the latest coverage on Windows using the Windows installer, but on running it just got a stack trace saying "No module named pkg_resources". I happened to know that that meant I needed to install setuptools, mostly because I'd already been through this process on Linux, but I guess many people wouldn't.
Even then it wasn't trivial either because there is still no Windows installer for setuptools with Python 2.6. A bit of googling got me there in the end, but maybe some notes on your website explaining this would save future Windows users some time.