You need to donwload and install the open-r SDK and additional utilities for compiling aibo programs. Everything can be found on www.openr.org in the download section (you need to register and log in). The setup is a little different for linux and windows:
Just put all four files in a directory and run the shell script. I think you need to be root to do this.
After this download the open-r SDK and put it in the same place as the other utils. Default is /usr/local/OPEN_R_SDK/. You should now be able to compile open-r programs.
First you need to install cygwin (cygwin binaries). This is a unix emulator which creates a set of unix directories in your windows partition and has an emulator to get a unix shell. Once you have cygwin installed you can download the other files into the created unix directories and access them from the shell. I haven't gotten past this point but I think the files are already compiled so it's probably just a matter of unzipping them. Otherwise it will probably be similar to the linux installation. You will need: