Installing Gusanos on windows is so simple it hurts.
Download the zip file, unzip it to something like C:\Program Files\Gusanos. Enter that directory and double-click gusanos.exe to play. If you want a shortcut on your desktop, hold [ALT] and drag gusanos.exe to your desk. Rename it to Gusanos or something suitable.
The file contains no icon, so to spice things up a little, I'll show you how to add one yourself. Right-click the shortcut, and choose properties. Press the Change Icon… button. You should get some error message about how the file contains no icon. That's fine, we'll just rip something off Microsoft. After clicking OK in that dialogue, you can now choose an icon. Double-click the one you want, press OK, and voila! Gusanos is installed!
(Small guide written by SausageBoy, because I thought the red on the windows install link looked pathetic)