Currently, ensure-dir and date use system to run Unix commands. It would be much more portable if they used mzscheme operations instead. This has caused me trouble not only on Windows, but different versions of Linux. And I think make-temporary-file could replace /dev/urandom.
I changed date to get the date from Mzscheme, but it's not so easy to change ensure-dir. Mz's make-directory doesn't create intermediate directories like mkdir -p, and I don't want to get into trying to understand pathnames.
If anyone wants to take on being a distributor for a Windows port (or for different variants of Linux, for that matter), I do have a patch for date here: http://catdancer.github.com/date.html
Another option is the Anarki stable branch (http://github.com/nex3/arc/commits/stable/), which has most of fixes necessary to make most of Arc work portably on Windows and other OSes. (And, being a bug-fix branch, the amount of other random material is limited.)
I agree with the option, but I also think these posts will fall off the deep end in about 2 months. By then new members may only discover the option after they've discovered the problem. So we're not really saving new members wasted efforts unless the install page guides people.
pg: Even if you'd rather not think about supporting Windows portability yourself, providing a link to the Anarki stable branch would help new Windows users. Finding this stuff on the forum after it's fallen off the top couple of pages is not very easy.