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I think the patience of the user is very important when it comes to documentation. I had cygwin already installed, so while I was downloading the files I was reading the cygwin documentation. However, I missed some important stuff. Anyways, my point is I think developers are lazy and don't usually take the time to properly setup an environment.
I am recommending rather then doing a step by step guide perhaps some visuals. lol. I'm not trying to bash your document, I just need to write something and this is the first thing I thought of. Keep in mind, I'm just wanted to quickly setup this environment and get this thing running. I suppose if somebody is interested in getting involved then they might actually take the time to read it. I'm probably wasting your time.
An example of what I would do for [http://zenit/wiki/index.php/Firefox_Performance_Testing_:_A_Python_framework_for_Windows_Documentation#Configure_the_environment configuring the environment] :