[Gianni Sandrucci]
made some minor changes in Mailmal files configure and src/Makefile.in
after some fighting with permissions (I was forced to comment tests on these matters in configuration script and C source code) succeded to ./configure --with-cgi-ext=.exe make install (no errors reported) [...]
Got an error (reported below). It seems Python is not able to locate Mailman modules in /home/mailman/Mailman.
I suspect that the reason python isn't finding any modules, is because the C wrappers do some funky stuff with the environment variable PYTHONPATH before python is exec()ed. I have no NT experience whatsoever, so you'll need to get someone else to confirm whether messing with that environment variable is likely to affect Win-Python at all.
If it is, have a look in src/common.c, and convince yourself that the magic involving PREFIX, SCRIPTDIR, MODULEDIR, PYTHON and run_script() works as it should.
Good luck,
Harald