You can download an installer from http://www.mcs.anl.gov/research/projects/mpich2/. The installer requires Administrative rights to install the smpd service. This will install MPICH2 to C:\Program Files\MPICH2. You must install mpich on all nodes (computers of the cluster). The mpich2 dll(s) are copied to the Windows\system32 directory. The bin directory contains smpd.exe which is the MPICH2 process manager used to launch MPI programs. mpiexec.exe, also found in the bin directory, is used to start MPICH2 jobs.
See the README.winbin.rtf for details and hints like minimal installation for nodes.
See here about authentification: mpich2-doc-windev.pdf
The best way is to put all nodes into a domain and use SSPI.
For simple testing mpi under windows, you can use the Start \ Programs \ MPICH2 \ wmpiregister.exe and save username and password:
C:\Program Files\MPICH2\bin\wmpiregister.exe
There you must give a valid windows user name and password.