I downloaded Go for Windows (go.weekly.2012-01-27.windows-amd64.tar.gz), set the environment variables
GOOS=windows
GOROOT=c:\go
GOBIN=c:\go\bin
GOARCH=386
and was able to create a HelloWorld.exe. Now I've tried a very simple example that imports "http", but it doesn't find it. Do I need goinstall or add sth. to the PATH?