The Windows side of Gramps is slightly more complicated than the linux side.  I'll attempt to explain things here, but since I'm not a Windows user, please forgive me in advance if I've got something wrong.

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The Normal Gramps Package .exe
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The normal Gramps software packaged up into an .exe is about 8mb in size.  This is the normal Windows .exe we normally provide at (almost) every release, and is typically done by Steve George within hours after the release is published.  Since Windows doesn't provide the package dependency functionality used in most modern linux distributions, this .exe requires several manual package installations.  The installation steps and individual packages to install are described here:

http://www.gramps-project.org/wiki/index.php?title=GRAMPS_and_Windows

and here:

http://www.gramps-project.org/wiki/index.php?title=Windows_installer

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The All-In-One (AIO) Gramps Package .exe
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Another option is to install everything bundled together as one big package.  A "all-in-one" package, aka "AIO".  Various people in the past have created AIO packages for Gramps, and a few of them over the past few years were uploaded to SourceForge when I was made aware of them.  Josip has made his 3.3.0 AIO package available, and by the time this e-mail is sent I'll have finished uploading it to SourceForge:

https://sourceforge.net/projects/gramps/files/Stable/3.3.0/

I'll let Josip and the other Windows Gramps users fill in the blanks as necessary as I most likely missed mentioning something important.  :)

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What You Must Do Before Anything Else
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No matter what solution you choose, it is very wise to make a FULL BACKUP of your genealogy databases before you upgrade!  Note that making a backup is *VERY* easy!  Information on making a proper backup is available here:

http://www.gramps-project.org/wiki/index.php?title=How_to_make_a_backup

or:

http://www.gramps-project.org/wiki/index.php?title=Gramps_3.2_Wiki_Manual_-_Manage_Family_Trees#Backing_up_a_Family_Tree

Best regards,

Stéphane Charette