Is Windows any better? 
performance for single-threaded GUI apps is much better on winXp than linux. which is 98%
of what people use windows for. try to do even two things at once, especially involving
disk access, and it quickly goes downhill
  I've gotta setup a Windows box 
good luck. youll learn a whole new set of workarounds and tweaks - i hope you have enough
spare brain cells.
it can be made decently tolerable for light use. the first thing i'd suggest is
installing MinGW, MSYS, and MSYS-DTK from 
http://prdownloads.sourceforge.net/mingw/ and
adding their respective bin/'s to your PATH . then you can start->run rxvt -e
bash.exe...