Help with installing PEAR

Hi there, I recently purchased a book which requires me to install a number of PEAR packages. Although I have been programming using numerous languages for some years I have never used PEAR before. I went to the appropriate location on your site with the "go-pear.php" and I ran the file from my machine (Windows XP with SP2, lots of memory and hard disk space) which is also running the IIS (Internet Information Service) as this is the one I prefer to use. I have tried many times now to install PEAR but keep coming up with numerous errors which is now getting very frustrating - to the point where I may completely abandon it!!! Is there no other way of installing PEAR apart from the webinstaller? Are there no plans to develop a .exe installer that will make the process much easier. Even though I have developed numerous sites on many systems I am trying to prevail with this and at the same time I wonder how many less experienced people out there have completely given up all hope of using PEAR? If you can help I would be grateful. Kind regards, David.