On cygwin

Cygwin in short, provides unix compatibility layer over the windows.

Once it is installed, you can use it's terminal (called from menu Start->Programs->Cygwin Bash Shell) .

I recommend this solution for those, who uses Windows, but from time to time needs unix shell inside, just because it is more convinent for some tasks, or for those who want to learn unix, but likes, or have to live under Windows.