Only Windows NT 3.5 or 4.0 and Windows '95 are supported. A fast machine (at least a 90 MHz Pentium) with lots of RAM (at least 32 Meg) is recommended. Disk space needed for Grail itself is negligeable; you will need several Megabytes for Python and Tcl/Tk each.
DOS and Windows 3.1(1) are not supported.
You must have properly configured networking. If you've never run another Internet application on your machine, this likely isn't the case. If you're using AOL or a similar "closed system" application, this may or may not be the case. If you can use the "telnet" application, you have the right kind of networking.
Download and install the latest installer for your platform for Python 1.5 and for Tcl/Tk 8.0. Newer releases are usually fine, but stay away from alpha or beta releases. Tcl/Tk uses "patch" releases with numbers like "8.0p2"; use the highest patch release you can find. Note that the Python 1.5.2b2 installer includes Tcl/Tk; if you elected to install Tcl/Tk with that, you won't need to install it again. Download locations:
To download Grail, you need to agree to the license: