Download the zip-file which includes the installer: postgresql-8.3.5-1.zip
Unzip the file in a temporary directory
Double-click the msi-file: postgresql-8.3.msi
The following dialog appears:
Choose your language, press Start and continue
Continue with next until the following dialog appears:
As indicated in the accompanying text, the postgres user account will now be created. This is the account that runs the windows service. It is not the superuser account for the database which is created later on. You can let the password be generated by the system as it is not used anymore.
Click next, the following screen appears:
This is the dialog where you should define the database superuser (or system user). Choose postgres as your password for now. You can and should of course change this for production purposes, but the preconfigured part of this tutorial depends on it.
Click next until the installation is finished.
The database will be running as a service which can be controlled from the startup menu (Start->All Programs->PostgreSQL 8.3->Start/Stop service) or from the administrator console as usual. PostgreSQL comes with a GUI-based adminstrator (Start->All Programs->PostgreSQL 8.3->PgAdmin III).