Im afraid there is nothing like Visual Studio for mono for windows, there is Monodevelop for Linux but that is far from running on windows any soon, however, if you just want to use the mono runtime to execute your application I see no inconvenience in developing inside Visual Studio and target the mono runtime.
There is a guide here in how to setup the Visual Studio environment to properly work with the mono runtime though im not sure if that guide is updated since it mentions a convertion tool from MSBuild to Make but I've heard that the last version of Monodevelop in Linux was capable of opening Visual Studio project files so maybe its even easier now.
You could use SharpDevelop as EricSchaefer says but it does not have a Web Application designer tool like Visual Studio does so, if that is a must for you then Im afraid only Visual Studio will be a solution for you.
Let us know what you did :)