if you havent used linux then first of all i suggest you try it. If you have been a user of linux u know there is a terminal/console that has many different names, which can perform many tasks. Sometimes you might want to do these commands on windows and save you some time well i found this story on digg which lets you install a shell terminal and explains a lot of commands its really cool and i suggest you check it out if you want to expand ur windows options or learn some stuff about linux before installing it (although i suggest a livecd to do some experimenting for linux)
http://gd.tuwien.ac.at/linuxcommand.org/learning_the_shell.php
also just for your information you can also get live cd's of other OS's and many flavors of linux like openBSD, freeBSD, the many linux flavors(SUSE, Fedora, Knoppix, etc..), anonym.OS (a live cd based on BSD that makes u anonymous on the internet. I suggest you download some of these you can find a lot of them at http://linuxiso.org
Just thought id throw that in there for some strictly windows ppl to try out some new stuff.