I've tried changing
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pdflatex $$i
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pdflatex --shell-escape $$i
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\begin{tikzpicture}[domain=0:4]
\draw[very thin,color=gray] (-0.1,-1.1) grid (3.9,3.9);
\draw[->] (-0.2,0) -- (4.2,0) node[right] {$x$};
\draw[->] (0,-1.2) -- (0,4.2) node[above] {$f(x)$};
\draw[color=red] plot[id=x] function{x}
node[right] {$f(x) =x$};
\draw[color=blue] plot[id=sin] function{sin(x)}
node[right] {$f(x) = \sin x$};
\draw[color=orange] plot[id=exp] function{0.05*exp(x)}
node[right] {$f(x) = \frac{1}{20} \mathrm e^x$};
\end{tikzpicture}
p.s. I've read comment #20 there (http://www.texample.net/tikz/examples/g ... sics/#c931) but that doesn't work for me. At least I don't quite understand procedure (b) "rename pgnuplot.exe to gnuplot.exe and put the executable gnuplot.exe in a directory that's included in the windows path environment (I use c: windows system32)" as a standalone exe isn't going to work without the dll's.