Just as an aside, you can use "find" on Windows to get grep-like functionality. It is very limited though. For a bit better native solution, try "findstr".

For the full monty, have a look at http://gnuwin32.sourceforge.net/, more specifically, http://gnuwin32.sourceforge.net/packages/grep.htm.

I stick all those packages in a folder called C:\usr\bin and put it at the start of my PATH variable.