UPD: I found unofficial binary builds here: http://www.lfd.uci.edu/~gohlke/pythonlibs/#pyopencl, use x86 builds.
Do not forget to install pytools.
I’ve been into some difficulties since i began installing that software, even with help of http://wiki.tiker.net/PyOpenCL/Installation/Windows.
First, easy_install won’t work on x64 systems if installed by executable installer. Instead, use ez_setup.py which will determine the correct version ...