What are the prerequisites for pygsl?

I get:
C:\Documents and Settings\cjw\My Documents\My Downloads\Python\pygsl-0.9.2>python setup.py install
No array object was selected.
No array object was selected.
Looking for a suitable array module
SELECTED a NEW array module -> numpy
Please make sure that all modules are built with the same setting.
e.g. remove the build directory and start the build process again!
numpy
Traceback (most recent call last):
  File "setup.py", line 72, in <module>
    from gsl_Extension import gsl_Extension
  File "gsl_dist\gsl_Extension.py", line 140, in <module>
    gsl_Location = _gsl_Location_file()
  File "gsl_dist\gsl_Extension.py", line 129, in __init__
    raise DistutilsExecError, msg % des
distutils.errors.DistutilsExecError: I do not know how to run gsl-config
on this system. Therefore you must provide me with the information
where to find the GSL library. I could not import `gsl_site'.
Reason: No module named gsl_site. Copy gsl_site_example.py to gsl_site.py.
Edit the variables in that file to reflect your installation.
Any suggestions? 

Colin W.
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