Try a different setup. Which variant of VIM where you using on Windows ?

I need to use Windows at work but I am using VIM for my daily development needs.

I use Msysgit+Console 2 to get a tabbed shell and use VIM from inside it. I probably used Cygwin to install ctags. I also have gVim but don't use it (one of the reasons -- I don't like the font and haven't found out yet how to change it).

I had to play a little bit until I got my setup working. It is not perfect (mouse scroll does not work inside my shell VIM). But it satisfies me.