Coming from a Windows-only background you'll find it's probably a much smoother experience while developing on a Linux desktop or in Mac OS X.

Installing a nice Ubuntu 13.04 desktop is not complex, there a video which explains installing Virtualbox and Ubuntu under ten minutes: http://www.youtube.com/watch?v=0WiiswmOH1Q ... note that a desktop is not required but given your background you would feel more comfortable having a desktop, graphical text editor (eg. gEdit or Sublime Text) and one or more terminals to run the commands.

Another option would be to install Cygwin, an Unix-like environment for Windows: http://www.youtube.com/watch?v=WRB9t2tSsjY and continue the tutorial from there.

Honestly, I think that if you have sysadmin skills, it's likely you'll have some Unix exposure, and if you don't have yet, learning Ubuntu and Linux will be a benefit on the long run.