IRsoft - Software and more by Ingmar Runge

The GNU utilities for Win32 project makes it possible to use cool Linux command line utils like grep, diff, patch, wget, tar, md5 and so on on your Windows command line.

To install, download the package from the website, extract the binaries to a folder like C:\Program Files\UnxUtils and add this folder to your PATH environment variable.

There is also another, similar, project called GnuWin32. Their Windows binaries are more up-to-date, but however they do not provide a single package with all executables, so my lazy side recommends the first project.