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I don't use MS-Windows myself (well, I use it as little as I possibly can), but I know some people do. This document provides some hints about where a Windows user might get information about starting to use TeX/LaTeX.
Despite the neat editing facilities that are available (e.g. Word), there is nothing to match TeX/LaTeX for flexibility and quality of output, and in some areas of Linguistics (e.g. Computational Linguistics), use of TeX/LaTeX is almost universal and unavoidable (e.g. some conferences require submission in this format).
You need two things:
Scientific Word (and related products) provides both these things: a TeX/LaTeX system and an nearly WYSYWG editor -- but bear in mind that for doing linguistics, you will eventually also need to employ some plain TeX or LaTeX stuff directly, and Scientific Word will not be able to render this WYSYWG (not that this is a problem, of course).
If you go for separate TeX/LaTeX system and editor, you may think that getting the editor working is logically the first thing to do, but I would recommend that you first get the TeX/LaTeX system working.
There is an excellent site at http://www.math.auc.dk/~dethlef/Tips/ which provides excellent, detailed, and (I think) nearly complete instructions on what you need to do to get going with what I think is the standard approach (Emacs, MikTeX, Ghostview) under Windows.