To get up and running in Windows 95/98 or NT, download Miktex and follow its installation instructions. If you get serious about it, get the WinEdt editor—a $40 shareware editor—which mates well with Miktex.
http://www.ctan.org/. The CTAN home page.
http://www.tug.org/. The TEX user group home page.
http://www.miktex.org/. MIKTEX is fairly complete distribution of TEX and LATEX that is easy to install and maintain for Win32.
http://www.winedt.com/. Home of the nifty editor that mates well with MIKTEX. Student licenses are \$30. Contrast this with the price of Scientific Word (a commercial version of LATEX with a WYSIWYG front end) which is $495! MIKTEX and WinEdt for $40 is a great deal and easier to keep current, IMO.
http://www.kellogg.northwestern.edu/researchcomputing/tex.htm This link takes you to the Kellogg School of Management at Northwestern University. They have a very nice page with lots of useful links.
http://www.cs.wisc.edu/~ghost/. Ghostview and Ghostscript for viewing and printing postscript documents.