I've tried running the game on Windows. It's not really easy, unless I missed something. There were half a dozen individual SDL dlls I had to find. I think sdlgfx was particularly tricky because its website doesn't host binaries. Anyway, I seem to have it working.
I have encountered that bug where the game just quits when the Pandora Panic logo zooms out all of the way. No idea how to reproduce that one.
Also, when I go to the selection box and press the 's' key on the keyboard, the game quits there as well. I was guessing it was equivalent to 'Y' on the gamepad.
Frankly, even if you don't fix these issues, it won't be a problem due to the pick up and play style of the game. At any rate, it seems like a solid pre-release game.
Edit: new problem: One Button Bandit, level 18. It asked for lemons, just in case you care. Everything was fine until the last one, where I think I hit the button on time and the lemon slowed down, but it just glided past the slot. About 4 to 6 items later the thing finally stopped on a diamond and told me that I won!