After working with the raw materials to install Hortonworks Data Platform HDP on Windows in an Azure IaaS VM, I came across the automated install tool from Hortonworks.
http://hortonworks.com/blog/automated-install-hdp-2-1-hadoop-windows/
You get it from github and run the exe included. It uses a config file to describe where all the install files are such as python, java, etc. and it goes through and installs them all. It then runs smoke tests to see if everything is working.
An easy way to get a cluster up and running!