Added instruction for the Anaconda VM on Windows.

doc/install.txt

@@ -744,6 +744,39 @@ pip is not included in EPD, but you can simply install it with::
 
     easy_install pip
 
+Alternative: Anaconda 0.8.3 (Linux VM on Windows)
+#################################################
+
+ContinuumIO_ provide a free Windows VM with Theano install. The VM is the CentOS6.2 64 bit OS.
+
+- If you havan't a VMWare software install VMWare player(free): http://www.vmware.com/products/player/
+- Download the VM: http://continuum.io/downloads.html
+- Follow the instruction on the ContinuumIO website to start the VM
+- Configure Theano by executing this:
+
+.. code-block:: bash
+
+    echo "[blas]" >> ~/.theanorc
+    echo "ldflags=" >> ~/.theanorc
+
+- [Optional] To enable the network, go into the VMWare setting for the vm and set the networking to NAT. Start the VM. In the VM, comment all lines in the file /etc/udev/rules.d/70-persistent-net.rules and restart the VM.
+- [Optional] to install easy_install:
+
+.. code-block:: bash
+
+    wget -c http://pypi.python.org/packages/source/s/setuptools/setuptools-0.6c11.tar.gz#md5=7df2a529a074f613b509fb44feefe74e
+    tar -zxf setuptools-0.6c11.tar.gz
+    cd setuptools-0.6c11
+    sudo /opt/anaconda/bin/python setup.py install
+
+- [Optional] To install pip
+
+.. code-block:: bash
+
+    #install setuptools
+    sudo /opt/anaconda/bin/easy_install pip
+
+.. _ContinuumIO: http://continuum.io
 
 Alternative: Python(x,y)
 ########################