As I see you are running on windows. Sorry,
I did not have the time yet to make compilations myself. I hope you are 
familiar with running a C compiler on windows from the command shell.

So to build on windows the prerequesits are:
        -- A C compiler
        -- gsl compiled that your compiler can understand.
        -- numpy (numpy.sf.net; which is installed on your system)

Now change to the directory where you unpacked pygsl (in your case 
C:\Documents and Settings\cjw\My Documents\My Downloads\Python\pygsl-0.9.2.

And copy
         gsl_dist\gsl_site_example.py to
         gsl_dist\gsl_site.py


Open the file with the editor of your choice and edit the pathes to the 
location of your include files and libraries.
Then run python setup.py build --help-compiler to see how to specify 
your windows compiler on the command line.
So for me the command line looks like
 > python setup.py build --compiler=mingw32  bdist --formats=wininst
This will, if it works, provide you with a executable installfile in dist/

Best wishes
        Pierre

> 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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