I recently had to struggle with setting up tiny_mce_plugin and spend a whole day trying to get it working. Troubleshooting it was very difficult since tiny_mce_plus plugin has dependencies on other plugins ( mentioned below) and there was no one place where everything was laid out to make it to work. I had to really dig in. The last step is the most important.
The following are the steps I had used to make it work on windows.