The problem, for Windows users, is that it's a Linux script. :-(
No problem - cygwin to the rescue. The script runs just fine under cygwin. But the command shell colours basically (in my opinion) suck. Yucky green against a black background is hard for me to read.
So after a little research (i.e. Google search), I found a post that told me how to change that. And, even better, it was easy.
All you have to do is go to the folder where you installed cygwin. Mine's c:\cygwin. Then go to the etc folder. In that folder, you'll find a file called profile. Open it in your favourite Windows text editor and change this line:
PS1='\[\e]0;\w\a\]\n\[\e[32m\]\u@\h \[\e[33m\]\w\[\e[0m\]\n\$ '
PS1='\[\e]0;\w\a\]\n\[\e[255m\]\u@\h \[\e[255m\]\w\[\e[0m\]\n\$ '
and this line:
And Bob's your uncle! Actually, Bob is my kids' uncle, but that's another story for another day.
I now have a cygwin prompt I can read. Woohoo!