Tutorial for installing and setting up 'streaming replication' with PostgreSQL on Windows XP
This is an old question but figured I would provide some pointers here.  The first place to start, naturally, is with the documentation, which is excellent.  It will work exactly as written on any supported OS.

This being said, if you are on Windows, some of the specifics of PostgreSQL are sufficiently UNIXy to be confusing.  Its thus helpful to remember what streaming replication is in PostgreSQL, which is a continuous disaster recovery which never completes.  So in addition to the replication docs you want to read all about point in time recovery and incremental backups.

The key aspects of replication is the recovery.conf which configures the PostgreSQL system to basically continually recover to now() with logs provided by another server.  If you think about it from that perspective, the docs and tutorials make more sense.  You do need to know where the data directory of Postgresql is however.