I can't speak for how vim feels under Windows (I'm not knocking your OS, just commenting on possible issues you may have). If it seems non-native it may serve you to spin up a virtual Ubuntu instance and give it a try there.
Also, temper your expectations. The comment above by StavrosK [1] is good to keep in mind. Using vim feels liberating and fluid, but it will not improve your programming ability.
http://www.youtube.com/watch?v=71YTkxUNwmg <--Covers the basics and helpful commands. I had never used vim before watching this video, and now I'm reasonably competent at basic text editing.
I needed to do find and replace on a short story I'm working on (changed a character's name), and I found this one helpful: http://www.youtube.com/watch?v=J1_CfIb-3X4
I wanted to understand/use the .vimrc file, so I googled until I hit this one, which I found quite informative: [UPDATE: put in the wrong link, serves me right for picking the last history item with .vimrc in it instead of watching it. The actual video I found helpful was this one of a guy showing his .vimrc file and what various things in it do: http://www.youtube.com/watch?v=xZuy4gBghho]
Lastly, once you're comfortable using it, try going into command mode and typing Shift-a, and notice that it moves your cursor to the end of the line and puts you in insert mode. I saw this tip on HN awhile back, and I hadn't seen it in any basic tutorials, but it is the single most useful command I've come across.
It will teach you 'The Vim Way' which is a MUST if you want to get most out of it.
When starting with Vim, it can be very daunting and I can't emphasize that enough. If you are in NJ/NY, please email me and I can walk you through 'The Vim Way' to make it easier to get up to speed.
http://www.derekwyatt.org/vim/vim-tutorial-videos/vim-novice...
Or, if you get bored: http://vim-adventures.com/