I compiled a new test version of the Windows installer last night. I fixed the bug where you could only install into the default directory, but I had to do a cheesy hack to keep the double-clicking of .pd files working. This version includes Miller's Pd 0.37.1 and the externals collection from CVS. It does not include any libs, whether in the CVS or not. I am working on adding those to the automated build system.
http://pure-data.iem.at/Members/hans/installers
Please test this and report any bugs or problems with the installer or the package.
.hc