The most recent windows zip file is downloaded from Download, extracted and double-clicked. Cake.
Installing Budget 9000 otherwise requires setuptools and will be much quicker with PyQt4 already installed.
The command to install is:
easy_install -f http://www.cavein.org/~chris/code/qt_budget qt_budget
If you would prefer to install from source, grab the latest tarball (at least 1.0) from the Download site, unpack it, and run:
python setup.py install