I would second the suggestion of subversion. One feature that may be attractive to you in a Windows environment is that subversion transparently handles binary files - so you can still version Word documents, .exe files and any other binary junk you have lying around without having to figure out if its is binary or not.

I keep my home directory synchronized between my laptop and desktop with subversion, which is overkill, but it means I can accidentally delete whole trees and recover them, and when I tried to do this with CVS it barfed and died on my email (a weird mix of plain text and plain text representations of binary data). Good luck.