If you are using a Windows machine, there are going to be a lot of times that you want to move files and information between windows and Unix machines. There are several options available to you. You can download software like Emacs and LaTeX http://www.latex.project.org (called MikTeX http://www.miktex.org on the Windows platform) and run them on your PC. Or, you can actually `get' a Unix window on your PC (that is, a graphical window on your PC that is actually running commands on a Unix machine somewhere else). The graphical display on Unix is known as `X', and to get an `X' term (a graphical command line, as opposed to a screen with only a command prompt) in windows, one must then get a program called X-win (also known as X-win32 for windows 95,98,2000,etc). With X-win running, you get almost the exact same responses as being at any Unix terminal- you can type things like emacs, netscape, xterm, sas and more windows should pop-up.
The license of X-win32 only applies to campus network and you can not use them at home. If you do need a free X server for your home PC, cygwin/Xfree86 is your best bet. It provides you not only a X server but also a Unix like environment with many standard Unix tools like bash, tcsh, rxvt, gzip, make, gcc, ssh.