what's a good way to scripting or creating programs unders windows?
You will need Notepad, and to learn JScript (not Javascript... JScript), VBScript or Batch. Then you can easily create small scripts, somewhat equivalent to bash shell scripts on Linux.
For the first two, you can read the Windows Script Host documentation.
A vague question usually gets a vague response.
Download a compiler or interpreter and find a tutorial.
With more information we can better point you in the right direction
Windows Powershell is becoming the new Windows scripting language. Being a full .NET language, it is inevitably much more powerful that the horrible old batch scripts one used to have to write (and still retains much of the syntactic sugar of scripting/shell languages).
You can do VBScript without the need to install anything.
Open notepad and enter the following text:
MsgBox "Hello"
Save it as filename.vbs Double click the file you just created, congratulations - you just created and ran a VBScript.
I'd like to plug AutoIt. It's a free download and comes with it's own editor that can be quickly/easily installed anywhere. The language is very rich and comes with a large library of user defined functions. Integrated context-sensitive help with syntax display. There's even a GUI editor. A final plus is that it compiles to .exe so will run on any win2k/xp/vista/2k3/2k8/7 PC.