If you are interested in a traditional unix type shell, the GnuWin32 project provides windows installers for traditional unix command line tools.
Another option for unixy-goodness on Win32 is MinGW.
Zoid, mentioned below, looks like it might be a promising starting point for you, too.
TGI says moo
In reply to Re^3: Which Module for Win32 Shell
by TGI
in thread Which Module for Win32 Shell
by TeraMarv
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