Shed Skin 0.0.2 is up on SourceForge. It should install easily on Windows 2000/XP and on OSX. Please give it a try and let me know if there are still some problems.
If you would like to help me improve Shed Skin, please send me small code snippets, preferrably extracted from real-life use cases, that the compiler has problems with.
Thanks to everyone who has helped me out, especially Khalid and Luis on python-list, and Denis de Leeuw Duarte right here in the street :-)
Update: 0.0.3 has also been released, with improved support for builtin functions, bug fixes and a Windows package of only 3 MB.
Update: We're on a roll, with 0.0.4. Many improvements again; added several interesting test cases (thanks to bearophile!): convex hull, n-queens problem, pascal triangle and ascii mandelbrot.