From Git SCM Wiki
Currently GIT is only supported on Windows within a Cygwin environment. While this works well, there are several efforts that aim to provide a more native GIT on Windows.
These efforts are
- EclipseIDE-based GIT client, based on a pure Java implmentation of GIT's internals.
- A libgit + cygwin.dll Windows Explorer extension (perhaps based on TortoiseSVN)
Ask on the MailingLists for the latest news on this ;-)