I see that a lot of people are having trouble with installation of ESS and Emacs on windows machines. Please go through John Fox’s article on installation. Fox uses Xemacs instead of emacs. The difference between emacs and xemacs is not of much consequence for the moment. Other than this difference, John Fox’s article is a perfect guide to all installation issues.
BTW, emacs was written by Richard Stallman, founder of the Free Software Foundation. There is much on the web on the split between him and the group that went on to develop Xemacs.