We have CruiseControl setup across various Linux boxes in our private network, and they are used to perform the various continuous integration tasks - builds, automated tests...
Now I need to set up CruiseControl on a Windows XP box. I understand that doing so has several gotchas compared to doing it in Linux. Is there a how-to manual out there detailing the installation process? The author's site seems pretty scant on installation instructions.
Note that I need to install CruiseControl, not CruiseControl .NET.
The download link has a number of options. I cannot try the EXE one right now (just converted over to Fedora...), and that might be the installer that you are looking for. The information on the relevant CruiseControl wiki page seems to agree with this, and provides some pretty complete documentation on how to set up a Windows service so that you don't have to remember to re-start CruiseControl every time you restart the box.
An additional note: I ran CruiseControl out of Tomcat for a number of years, and earlier this year switched to Jetty. It ran very well, and was much simpler to manage and deploy - I'd recommend that you try this as well, and I think it's the new default state. Unfortunately, my Jetty-based experience was on Linux rather than Windows...