Okay, yesterday I set up an automated system for Windows builds. It's still a little clunky and far from perfect, but it's "working". You can find the builds at
http://mineserver.be/downloads (I'll do up a nicer page today). Generally you'll want to get the newest file available, it's (probably) the most bug-free.
The exe files will install Mineserver, create shortcuts in the start menu, create an uninstaller and add an entry in the add/remove programs dialog. There may be issues on Vista/7 because of permissions in the program files directory, but in that case you'll just need to modify the config to put the map files, ban list and whitelist in a directory you have write access to.