"gimp --verbose" on Windows is fairly pointless as it isn't in any way verbose.
I've done some debugging by adding this:
file_new = gtk.ImageMenuItem(gtk.STOCK_NEW, agr)
show_error_msg("in Main 2")
And I get the "in Main" message but not the "in Main 2" message. I therefore conclude that the .set_label method doesn't exist in whichever version of gtk/pygtk is being used (Typing gtk.ver into the Python console reveals 2, 14, 2)
Oh, and on my home machine:
GIMP 2.6.5 Python Console
Python 2.5.1 (r251:54863, Apr 18 2007, 08:51:08) [MSC v.1310 32 bit (Intel)]
>>> import json
Traceback (most recent call last):
File "<input>", line 1, in <module>
ImportError: No module named json
So I'm thinking you need to specify the minimum system requirements.