install PostgreSql on Windows XP
Extract all files from postgresql-8.2.3-1.zip archive to temp directory
select all packages and tools just in case.
Edit conf file postgressql.conf (available from start/postgres/config files menu uncomment listen_addresses = '*' and set it to '*' or something appropriate if you know what are you doing
edit file pg_hba.conf, set
host all all 127.0.0.1/32 password
host all all ::1/128 password
FIXME: password is not really secure option but I do not know how to configure other options
Create Data source (control panel/administrative tools/ODBC) with Company name