Does it still happen? Because for me it works fine.
(The add-apt-repository command added a strange 'n' line which I removed, but then it worked. No 404.)
I will thank you a lot if you investigate the problem. The Windows installer comes with PyGTK, so it is supposed to be stand alone. Can you file a bug and help me fix it?
I've had a think (and reread the install instructions which did suggest that in retrospect) I have a feeling I installed pyGTK (or at least tried too) in the past.
Im pretty sure I installed it from source (or whatever the main way for Windows is).
I'll have a look. If it's a bug not caused by my mistake (probably is) I'll let you know.