If you are stuck with Windows on your company machine (or laptop), and want to recapture your machine from the clutches of Microsoft, Cygwin is the deal. Cygwin is a small unix core that works as an app with windows, and gives access to most Unix programs that you would need – a good shell (with tab completion), midnight commander, and even a minimal desktop manager like Window Maker.
Check out a detailed feature-listing here from the one and only lifehacker.com here.
Download cygwin from here.