Here's what was super quick for me on windows 7. Download the auto installer at nodejs.org and install the .msi on your windows computer.
Go to the start menu and search "cmd". It should find a "cmd.exe". Right-click that and run as admin. Then you should be able to type node --version to verify that it's installed. If the command runs and outputs something like the following, then you're good to go!
c:\>node --version
v0.6.18
Start the tutorial here: http://www.nodebeginner.org/
It's a fairly simple app it has you build, but it will give you enough to start playing around quickly!
Also, this is a great ebook for learning JavaScript interactively: Eloquent JavaScript