You can now get the installer that downloads all the files and installs it on a window box.
http://windows.kde.org/news.php#itemThecorrectKDECompilerunderWindows
get the installer here.
http://sourceforge.net/project/downloading.php?groupname=kde-windows&……;use_mirror=osdn
It is a small file that will let you pick when you want to download and install for KDE on windows.
Honestly, didn’t install it yet. This is just for geeks. You need to wait for the full release which I believe is around 8 months away. Someone asked what’s good about it. Well, when finished it will bring to you all the KDE software. So essentially you will have another option for free and open software