Under Windows Vista, the keyserver helper does not work. The problem seems to be
cURL related:
gpg: refreshing 1 key from hkp://subkeys.pgp.net gpg: requesting key 7FF116EF from hkp server subkeys.pgp.net gpgkeys: hkp fetch error 1: unsupported protocol
Replacing gpgkeys_curl.exe by gpgkeys_hkp.exe works.