I just installed version 0.83.2 on XP.
It was my first install since the matplotlibrc file moved to the new location.
It didn't work so well.
First, it didn't create the .matplotlib directory in my Documents and Settings\mbakker directory, but a tex.cache folder.
When I imported pylab the first time, I got the following nice warning that fixed that:

WARNING: found a TeX cache dir in the deprecated location "C:\Documents and Settings\mbakker\.tex.cache".
  Moving it to the new default location "C:\Documents and Settings\mbakker\.matplotlib\tex.cache".

But, the default matplotlibrc file was never put in the correct directory.
I got it all fixed, which was easy enought to do, but this may be problematic for less experienced matplotlib users.

I can try tomorrow on a clean machine at work to see if it gives the same problem there,

Mark