Before you can install PostGIS 1.4 with the slick graphical interface for shp2pgsql, you need to install GTK++ 2.8 or above.  This is still a work in progress -- since I got as far as getting it to compile to .o but failed at the linker.
'''1. Install GTK++ Bundle'''  
      1. Download GTK++ bundle described on this page http://www.gtk.org/download-windows.html.  
        
       The direct link is 
        (http://ftp.gnome.org/pub/gnome/binaries/win32/gtk+/2.16/gtk+-bundle_2.16.2-20090601_win32.zip)

'''2. Compiling PostGIS SVN 1.4 (with shp2pgql-gui)'''  
       1. Download postgis.refractions.net/download/postgis-1.4.0SVN.tar.gz and put in C:/thesrc
       2. ''cd /c/thesrc''
       3. ''gzip -d -c postgis-1.4.0SVN.tar.gz | tar xvf -''
       4. ''cd postgis-svn''
       5. ''configure --prefix=/c/postgresql --with-pgconfig=/c/postgresql/bin/pg_config --with-geosconfig=/c/postgresql/bin/geos-config --with-projdir=/c/postgresql''
       6. ''make clean && make''
       7. ''make install''
       8. ''make check''