Download node.exe
http://nodejs.org/#download
At the time of writing, the version was v0.5.4 (unstable)
Don’t worry about it being unstable, you wouldn’t dream of running it on Windows in production, would you 
Put it somewhere sensible
For me, I have node.exe on the root of C:\
Some people have a subfolder, such as “tools” where they’ve got Ruby installed (incidently, I also have this installed on the root of C:\)
Sort path out
In order for us to be all “*nix like” and run stuff like “node myApp.js” from the command prompt, then we need to add the location of our node.exe file to the path.
In my case, I added C:\Node.exe to path