Install msysgit from http://code.google.com/p/msysgit/downloads/list (I used Git-126.96.36.199-preview20101002.exe)
Then install TortoiseGit from http://code.google.com/p/tortoisegit/downloads/list (I used TortoiseGit 188.8.131.52)
When asked about Putty vs OpenSSH, please make sure you choose OpenSSH. github only accepts OpenSSH keys; when using Putty you'd have to convert your public key.
Now you'll have to set some options:
Now you need to create an SSH key (if you already have one, I assume you know SSH and can figure out yourself how to reuse that)
Run the following command to generate an OpenSSH key: ssh-keygen -t rsa -C "firstname.lastname@example.org"
Press Enter to accept the default location to store the key.
Press Enter two more times to create a key without passphrase (alternatively, read http://help.github.com/working-with-key-passphrases/).
Now find your public key file (id_rsa.pub, ssh-keygen will tell you where it was saved to) and open it in a text editor.
Finally, let's clone the repository: