Here is a summary of what needs to get done:
GPG is a program that encrypts and decrypts messages but it is very hard to use and has a heinous command-line interface that even seasoned programmers find confusing. So other people have made nice, friendly Windows software applications that provides an easy to use graphical user interface to run the proper command lines for GPG and to help you send encrypted email and text.

After it's installed, you will generate a public and private key. Your public key is given to everyone or published in a place where they can find it. Here is mine: Eric Wolfram's Public Key. You can use my public key to encrypt messages to me. I would need your public key to encrypt messages to you. You would use your private key, on the other hand, to decrypt the messages that I sent to you. Your private key would be safe on your hard drive and encrypted with a pass phrase protection. Therefore, I must type in my pass phrase every time I want to decrypt or sign something. I belive my private key is considered fairly secure that way when I pick a safe password.

Three Different Helper Programs

1. GPG Shell -- First you must install GPG and then you install the GPG Shell. This software is produced by a guy named Roger Sondermann.

General Instructions for WinPT
WinPT is Open Source, which means that the code is visable to public scrutiny and therefore authentic, safe, secure and trusted. The installation is very friendly and doesn't mess with your Windows system, so if you want to get rid of it, you can just delete the directories where it was installed and no harm will be done.

1. Download winpt-install-1.0rc2.exe. The easiest thing is to download the "precompiled binaries" of the latest version. Save the latest version onto your hard drive. Put it into it's own directory or folder. For instance, c:\apps\gpg and unzip the file in that directory.
2. Execute (double click on) the exe file.
3. "Do you want to start GPG Preferences?" --> Yes.
4. Use "C:\Apps\GPG" (with "\gpg.exe" if required) for all preferences.
5. In system tray (lower right), right-click new WinPT icon to do everything.
6. You will need to generate a key for yourself, "GnuPG / Key Generation"; use the maximum size key for best security.
7. For text messages, it is easy to sign/encrypt and decrypt/verify from the clipboard; there seems to be functionality available for supporting whole files (e.g., Word docs) which can then be attached normally.
8. You will need to exchange (public) keys in the clear with someone before you can send and receive encrypted email; you need their public key to encrypt email to them; they need your public key to encrypt email to you.
9. Exit and restart the WinPT application whenever you execute key management features (e.g., generate, import, etc.) because the caching is less than ideal.