TeXShop. TeXShop is the Mac GUI for LaTeX. It's freeware.
MikTex. This gives you an idea of how to install LaTeX on a windows machine. You will need a text editor.
WinEDT. This is a shareware text editor for Windows. I really like it. It has a lot of GUI features -- you can click on a "alpha" symbol, and it will insert \verb,\alpha, into your text. It's free for 30 days, then you have to pay (but only $30 or so). There should also be free implementations of emacs for windows machines.