herbwin

I have used it quite a while now and I am very happy with it. I also recommend using TortoiseHg which is also easy to use and has a very nice GUI front-end to Mercurial!
If you have never used a distributed version control tool before, this is the one!
http://tortoisehg.sourceforge.net/

If you want to experience Mercurial, try this GUI front-end. It also bundels the command line interface to Mercurial. Works great and is simple to use.