bitbucket.org allows you to host One private mercurial repository for free. You might want to go with mercurial because it's arguably as good as git while having a better tool support on windows. Of course, it works excellently on linux and mac.

If you prefer git, you can set up your own git repository with little effort by following this tutorial: http://scie.nti.st/2007/11/14/hosting-git-repositories-the-e...

I have used this tutorial to set up repos at work and a private repo.

AFAIK, github does not provide any private repositories for free.