Windows 7 & Windows Server 2008 come with powershell 2.0 installed by default
Download Powershell 3.0 for Windows 7, Windows Server 2008 & 2012
for all others you can download the installer here
Start > Run > Powershell
Set-ExecutionPolicy remotesigned -force
cd ([environment]::GetFolderPath([environment+SpecialFolder]::MyDocuments))
git clone git://github.com/ilude/WindowsPowerShell.git
exit
restart powershell
And run the following command to setup git configuration info and aliases
Setup-Git