With the version 5.0.0-alpha of OpenERP, there is a new branch with all dependencies, to create a new installer for Windows from scratch.
But there were some problems with the dependencies, especially
pydot, reportlab, pychart and pytz.
I created an unofficial installer for pydot 1.0.2 and pytz 2008i.
Also, don't forget that there is a bug in the matplotlib 0.9.3 package. I repeat, this bug does not come from OpenERP. There is a bug report for this version, and I expect a new version with the fix.
Don't panic, because there is a small fix in my installers :-)