Use shell=True so that Anaconda finds g++

theano/misc/windows.py

@@ -13,5 +13,9 @@ def call_subprocess_Popen(command, **params):
             startupinfo.dwFlags |= subprocess.STARTF_USESHOWWINDOW
         except AttributeError:
             startupinfo.dwFlags |= subprocess._subprocess.STARTF_USESHOWWINDOW
+
+        # Under Windows 7 64-bits, Anaconda's g++ is not found unless
+        # specifying "shell=True".
+        params['shell'] = True
     proc = subprocess.Popen(command, startupinfo=startupinfo, **params)
     return proc