Most people on the windows platform know Cygwin. ("Cygwin is a Linux-like environment for Windows.") As I never use Windows, I feared programs like these, but it turns out cygwin is quite usable. It's even possible to run shell scripts that normally run on my Mac OS X machine.
Download the installer, select all packages you want. (Don't worry, all "generic" tools (ls, cd, grep, awk, ps, bash) are installed by default.) I added "openssh", "netcat", "xterm" and some others. Dependencies will be resolved automatically. The installer downloads everything. You can run the installer again to add extra packages.
You end up with a "Cygwin" icon. Double click it to start your terminal. It's not really a terminal, but looks quite like it.
Some things are strange or missing, like "top" that's missing, permissions (ls -al) look strange, just as the directory structure. But; take some distance from these details and conclude that you have "bash" running on your windows machine!