RstPreview requires the python docutils package to convert RST to HTML, this issue is about how users install docutils. At the moment it is a separate step required when installing the plugin which is otherwise very easy and the same as all other plugins.
There are details specific to the windows portable version in #1. It was also mentioned in #2 and then a fix was added in #6 (which simply informs the user of the requirement but doesn't help too much otherwise).
There are a few options that could solve this.
For the moment I don't have a workable solution for 1 or 2. Thus, there are some brief instructions in the README but they don't include steps for all the different setups. There are a fairly large number of options as users may be running on Linux, OSX or Windows and have different Python configurations or be running the standalone version of ST2 etc.
Issue #13 is an example of a problem with the current “solution” which is 3. above and has users figure out docutils on their own with some brief pointers.
I tried asking on the sublime forms about packaging the app (incase somebody else already had solved this) and had one reply. It basically pointed me to an open discussion in the package control project which doesn't have any conclusions at the moment but may be worth tracking.