I'm pretty sure there are DSSSL interpreters for Windows; I just don't know anything about them, being a Linux and Unix kind of geek. I can't imagine that a market as big as the Windows one is entirely devoid of decent document-processing software.
I think OpenJade builds on Windows, and there might even be pre-built binaries around. I don't know whether it requires Cygwin, but IMO Cygwin is a Good Thing to have around if you're forced to use Windows.
OpenJade can produce RTF output, which I think has readers on Windows. The recommendations are for convenience - Make to automate the running of your DSSSL processor, JadeTex to create a PostScript file for printing, and psutils to print 2 or 4 pages per side to make a booklet. There are certainly other ways to acheive all of these.
I use Linux as my development platform, and I'm not able to test any Windows-specific stuff, but I'd really appreciate it if someone would give a report of using my stuff there, particularly if they encountered (and preferably overcame!) problems on the way. I'd like to be able to help people like Tony as much as possible, but without feedback from Windows users, there's not a lot more I can do.