[on popular junta demand]
of late, a lot of people have been asking this question. i did a research last night and found reasonably good solutions:

Solution 1:

C/C++:

download and install MinGW (c/c++ compiler) from: click here
notes: install it in any directory say F:\Program Files\MinGW

download and install crimson editor (our IDE on windows) from: click here
notes: install it in any directory say F:\Program Files\crimson

Now start crimson editor
Open Preferences dialog box and select User Tools page
Select an empty slot and fill with the following arguments.
- Menu Text: Compile C
- Command: F:\Program Files\MinGW\bin\gcc.exe
- Argument: $(FileName)
- Initial dir: $(FileDir)
- Hot key: Ctrl+F7
- Capture output: Yes
- Save before execute: Yes

notes:
for C++ use command: F:\Program Files\MinGW\bin\g++.exe
for hot key, click on the hot key textbox and press Ctrl+F7

Open Preferences dialog box and select User Tools page
Select an empty slot and fill with the following arguments.
- Menu Text: Execute Binary
- Command: C:\Windows\win32\command.com
- Argument: /C a.exe
- Initial dir: $(FileDir)
- Hot key: Ctrl+F5
- Capture output: Yes
- Close on exit: No
- Save before execute: No

Now you are ready to compile/run c/c++ programs
create a c/c++ file, press Ctrl+F7 then press Ctrl+F5, a nice popup window will show the output of program

Java:

download and install j2se development kit: click here

download and install jcreator: click here

run jcreator (it automatically detects the j2se environment)
You are ready to create java projects/files. then go to build->compile project/file. next build->run project/file.

Solution 2 (consumes lots of resources[cpu/memory], not recommended for absolute beginners, highly recommended for others)

download and install eclipse: http://www.eclipse.org/downloads/

Solution 3 (as suggested by rohitj)

download and install cygwin: http://cygwin.com/setup.exe
(now you are ready to use linux packages on windows)

now ask rohitj on how to install kdevelop… hehe ツ

HTH
Nitin Munjal