If you want to do software related work with a Windows machine - you need to have reliable access to Gnu related capabilities. Hence you need Cygwin. Here is how I configure Cygwin.
Many people must make use of Windows too for a variety of reasons. Windows is not good at automation. A popular solution to this problem - which is often better than maintaining two machines, dual booting or using virtual machines is Cygwin. Cygwin allows you to use familiar and convenient command line utilites on Windows. The The Cygwin site describes the installation procedure - the installer is a little non-standard - and I generally install everything so that I don't have to use the installer too often. (This uses a fair amount of diskspace, it has to be said).
A minor tribulation with the default installation will be that the bash shell which Cygwin provides - which by default is hosted in Windows' cmd.exe and has fairly awful and unuseful cut-and-paste functionlity - among other problems. Fortunately you can resolve this by locating your cygwin.bat file, generally in c:\cygwin\ and updating it to be as follows:
@echo off C: chdir C:\Cygwin\bin rxvt -sl 10000 -rv -fn 'Courier New-18' -e bash --login -i pause
(You will want to copy cygwin.bat to a backup copy before making your edits). This will have the effect of launching rxvt instead of cmd.exe when you fire up a Cygwin shell. The command line options provide for 10,000 lines of scrollability history, reverse video display (ie. a black background), a large fixed width font and the execution of bash in the resulting window, in full startup and interactive mode. Of course, as you now have Cygwin installed, you can obtain additional detail with man rxvt and man bash, and tune the options to match your needs. With rxvt you copy text by simply highlighting it, and you paste by either using the middle mouse button - or if you have touchpad laptop - using shift left-mouse button. The net result is a substantial improvement over cmd.exe.