Installing gnuplot on windows
If you are still stuck with using windows for whatever reason, don't despair you can still use gnuplot to plot your graphs! You can get gnuplot from the gnuplot project page on sourceforge.
Browse versions to go to directory with latest updates.
Download gp443win32.zip (or latest version) which is a self extracting zip file, click on it and follow the instructions. (you don't need to have winzip installed). You just have to copy the files to a directory on your computer, then make a shortcut to wgnuplot.
It is also useful to install ghostview, you need gs860w32.exe and gs49w32.exe (or higher?) which allows you to view postscript graphs made with gnuplot, you can copy from ghostview to the windows clipboard to insert into your word document if you so desire.
Instructions for installing ghostview can be found here; http://pages.cs.wisc.edu/~ghost/gsview/
Alternative way - cygwin
An alternative way to get gnuplot available in windows system is to install cygwin. Cygwin allows you to have a bash shell on windows, and also enables x11 protocal for drawing xwindows. On top of the base install, in the setup, you can select gnuplot, gcc c compiler, as well as fortran compilers g77 and gfortran, as well as lots of other GPL/free software goodies.