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Work in progress
The WebObjects frameworks are part of the Xcode tools distribution (available on the Mac OS X DVD, or as a download from Apple, see below) which cannot be installed on a Windows (or any Linux/UNIX variant) machine directly. So, before developing on Windows, you will need to get access on a Mac, make a archive of the frameworks and move this archive to your Windows machine. You can extract the frameworks from XCode without having to install them on the intermediate Mac.
... and for XCode 3.0 / Mac OS X Leopard (since Installer packages are created differently in Leopard):
1) Create the structure:
C:\Apple\Local\Library\Frameworks (equivalent to /Library/Frameworks on the Mac)
C:\Apple\Library\Frameworks (equivalent to /System/Library/Frameworks on the Mac)
3) If you copied a 5.2, you will need to put a Windows License.key in JavaWebObjects.framework/Resources. If you copied a 5.3, I think it's a universal license key.
4) Create a wobuild.properties file in C:\Documents and Settings\<your user>\Library with the contents:
Install Eclipse and WOLips
That should be it, I think? The things that are problematic right now on Windows:
1) The woproject/.patternset don't work quite right on Windows. If you don't have subfolders in your Resources/Components/etc, you can work around it by converting Components///etc/* to Components/, same w/ Resources and WebServerResources
2) Couple images have backgrounds that should not
3) Outline view in component editor is not right
4) AutoOpenInBrowser doesn't work unless you override Application._isSupportedDevelopmentPlatform to return true
I THINK that was it, but there might have been a couple other misc items .. I'll have to go back through and doublecheck.