I need to know a good Linux/Unix terminal that can run on Windows XP Pro so I can start coding in C++. Does anyone have any suggestions??

I do NOT want anything like Visual C++ or anything similar to that. I like the command line terminals, something like puTTY without the internet connection so that I can use Vi editor or pico or etc.

I have no idea how this works, if I'm not making any sense please feel free to teach me a thing or two about how terminals (not even sure if that is the correct word) run on the OS and such... Thanks.