The Django website does not have a Windows installer for Django (at least not for version 1.1). However, you can easily build an installer yourself.
Download django.<version>.tar.gz. Unpack (e.g. using 7-Zip), and run the following command in the directory where setup.py is located (the root of the unpacked project), say Django1.1.1.
python setup.py bdist --format=wininst
This will create the installer Django-<version>.win32.exe the dist directory.
