When trying to get Infer.net up and running with IronPython I encountered several issues. In this gist I will explain step by step how I got Infer.NET installed, in case anyone else encounters similar problems.
The first step is to install the Microsoft .NET framework. You can download and install it. The current version of the framework is 4.5. You can additionally install visual studio, but that is not required to work with Infer.NET.
Next you need to install IronPython. Make sure you get the .msi install file, because that makes life easier. I set the install directory to C:\IronPython
, but I guess you can install it anywhere you like.