Good portion of Java developers use Windows, so we tend to think the opposite is true, that a good portion of Windows folks use Java. But this is not true.
As Jenkins gains traction among .NET developers, it's becoming increasingly clear that Java is very alien to them. They naturally have no idea of what a war file means, and often don't even have Java installed, and so it was just not easy enough for them to start using Jenkins.
I'm happy to report that I've finally fixed this problem with the new Windows installer. It is primarily packaged as an MSI file — a common format that seasoned Windows devs/admins are familiar with. It can, for example, be deployed remotely on a large number of servers via Active Directory remotely. Or you can just double-click it to install it interactively. It bundles JRE, so no separate Java installation is needed.
The package also contains the bootstrap setup.exe, to install .NET 2.0 runtime if it's not installed yet. Between that and JRE, it got all the dependencies covered. I tested that by installing it on a fresh Windows XP install.
So I hope this makes Jenkins more attractive to .NET and other developers who live and die by Windows.