The installation process for msysgit is extremely straightforward and an older tutorial is already available on Github. However, I figured that it would be a good idea to have an updated installation tutorial available to all the new gitters out there.

These are the installation options I used to install Git-1.7.0.2-preview20100309.exe on Windows.

Note: You can enable the options to show a Git GUI or Bash shell if you want that option to be available every time you right-click on something in Windows Explorer. I just didn't want that much space taken up on my right-click menu.

And, that's it! Now you have Git installed on your Windows machine and can create your first Git repository or install Tortoise Git. Happy version controlling.