Installing LaTeX on W.indows!

First, you need software: (I recomended use my link all-in-one, see comments!)

MikTeX,    this contain packages and more stuffs.
Ghostview, this is an interpreter for the PostScript language and for PDF, and related software and          documentation.
GSview,     previewer for Windows.
Texmaker or TeXnicCenter,  these are features rich and easy-to-use integrated environment for creating LaTeX documents on the Windows platform.