I can't say anything about IPython's parallel features, but if you're having problems with MPI in Windows in general, I would offer these suggestions. I've had quite a few issues in the past in trying to get MPI working in Windows. The most convenient method for me in the past has been to use an OpenMPI Windows binary http://www.open-mpi.org/software/ompi/v1.6/. These are now only available in previous releases. And even then, you might have to try more than one before you find one that works. I don't know why, but the latest didn't work on my machine. The release before that one did, however. After this, you have to call mpicc and mpiexec from the Microsoft Visual Studio Command Prompt or it won't work (without a lot of other stuff).
After you have verified that MPI is working, you can try installing mpi4py separately and see if that works. In my experience, sometimes this has worked fine and sometimes I've had to wrestle with configurations. You might just try your luck with an unofficial, prepackaged binary (for example, http://www.lfd.uci.edu/~gohlke/pythonlibs/).
Hope this helps!