The program, configure.exe, is required for bootstrapping from source code on Windows when a binary distribution is not available (e.g. for VS 2008). This file is missing from the tarball (tar.gz) distribution on the Downloads web page. However, it is present in the ZIP distribution.

The net result is if the tarball is downloaded (because it is smaller than the ZIP distribution), it is not possible to run the configuration script because the required executable is missing. There is no mention of this difference in distributions on the download page.