I'm running Python 2.6, under Windows XP.
I've de-compressed it to a temporary folder. When I run setup, I see:
C:\temp\py-rrdtool-0.2.1>setup install
running install
running build
running build_py
running build_ext
building 'rrdtool._rrdtool' extension
C:\Program Files\Microsoft Visual Studio 9.0\VC\BIN\cl.exe /c /nologo /Ox /MD /W3 /GS- /DNDEBUG -I/usr/local\include -IC:\Python26\include -
IC:\Python26\PC /Tcsrc/_rrdtoolmodule.c /Fobuild\temp.win32-2.6\Release\src/_rrdtoolmodule.obj
_rrdtoolmodule.c
src/_rrdtoolmodule.c(34) : fatal error C1083: Cannot open include file: 'rrd.h': No such file or directory
error: command '"C:\Program Files\Microsoft Visual Studio 9.0\VC\BIN\cl.exe"' failed with exit status 2
which seems to say that there's a missing rrd.h file.