MiKTeX:
It is an up-to-date TeX implementation for the Windows operating system.
http://www.miktex.org/

TeXLive:
TeXLive provides a comprehensive TeX system for most types of Unix, including GNU/Linux and MacOSX, and also Windows.
http://www.texlive.org/

Find the LaTeX packages at:
ftp://ftp.dante.de/pub/tex/systems/win32/

Other CTAN sites are:
ftp://ftp.tex.ac.uk (England)
ftp://ctan.tug.org  (USA)

The GSviewer for the PostScript files is also recommended:
http://www.cs.wisc.edu/~ghost/index.html

PDF files can be viewed with Foxit Reader, GSview or Adobe Reader
Foxit Reader: http://www.foxitsoftware.com/pdf/rd_intro.php
GSView: http://www.cs.wisc.edu/~ghost/index.html
Adobe Reader: http://www.adobe.com/

International Hunspell dictionaries:
http://wiki.services.openoffice.org/wiki/Dictionaries

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Helping information:

english
• UK TeX FAQ
• A (Not So) Short Introduction to LaTeX2e

german
• German TeX FAQ
• LaTeX2e-Kurzbeschreibung

japanese
• Japanese TeX FAQ