I normally use Linux and the Arduino 1.0.5 installation includes a shell script that sets the various Java references and then starts the IDE.
I presume if I copy all of the Arduino 1.0.5 directories to Windows and convert the shell script to a Windows batch file the IDE will work with Windows. (I have used this approach with other Java programs).
The problem is that it's so long since I used Windows that I don't know how to convert the shell script to a batch file. I wonder if anyone has already done it, or knows how. Google has not turned up an answer.