I had to make quite a few modifications to the PATH variable during the install process. This is well beyond the abilities of most users of the Windows platform. I think this is likely to put a lot of people off using LyX. I think that you need Administrator privileges in order to change the PATH in Windows XP - can this be done by a script?
The ImageMagick image conversion did not work properly at first because there is another 'convert.exe' in the PATH by default. In order to get round this, I renamed the ImageMagick file to 'convert2.exe' and changed lyx\share\lyx\scripts\convertDefault.sh to run 'convert2' instead. This fixed the image conversion which makes inserting images a lot more convenient than before. Is there a better way to fix this? In any case, it didn't work out of the box and I think most people would just give up on it. Surely a script could do this for the user automatically?
Getting Instant Preview working was very complicated and I couldn't have done it without the Wiki (I wouldn't have even known it was there without the Wiki). The first problem was installing the preview-latex package - this comes packaged in .tar.gz format which Windows really doesn't want to open. I installed 7-zip in order to extract it but I really think it should be made available in a .zip file. I then installed the MSYS tool set from http://www.mingw.org because the preview-latex INSTALL.windows said it was required. In hindsight, I don't think I needed it at all (but I quite like having a proper shell in Windows). To install the package in MikTex, I ran 'tex docstrip' and answered a few questions correctly to obtain a preview.ins file from the preview.dtx. I then ran 'tex preview.ins' to get the preview.sty and other files. After this, I created a 'preview' folder in texmf\source\latex\ and put the preview.sty and other files in that folder. The documentation which comes with preview-latex is somewhat misleading for LyX users because a great deal of it describes its use with Emacs.
Next, I had to put gswin32 on my PATH, install Python 2.4 (and add this to the PATH), remove the old python.exe from the lyx\bin directory and then use the Edit->Preferences fix for lyxpreview2bitmap.sh which is in the wiki.
Now it works, it is fantastic but I wonder how many people are prepared to go to all this trouble to get it working? It's a shame that it was so difficult to do. Surely a clever programmer can come up with a magic 'install lyx under Windows' program that takes care of all this?
-- Luke Stutters