I've never had this problem, although the last time I used MSW was for the 2.2.1 release. Soon I'll have to do it again, because there are already some issues in MSW I want check out.
So, to summarize up: the 2.2.1 release tarball worked for me. If this happens only with later ones, then we're doing something wrong, otherwise I don't have the slightest idea what to do.