As someone who spent a significant fraction of today trying to get scipy and numpy installed on one of his machines (and failed) I can totally see your point here.
We would love to improve your experience in installing SciPy and NumPy. I'd like to invite you to join the mailing list and raise these issues so we may address them.
The easiest way to install the suite of scientific computing Python packages on Windows may be PythonXY or Enthought EPD. Under Linux and OSX, users seem to have few problems.
