In this guide I will show you how to accomplish this. There are a few things you'll need to do before proceeding. This was done using Windows 7 64bit.
Step 1: download the Android SDK from here.
I recommend that you extract/install to a simple directory or folder such as C:\android or C:\droid
(You'll need to navigate through command prompt to get here)
Step 2: download the Java SE 7u9 JDK from here.
Once these are installed go ahead and connect your phone and turn on USB Storage.
You should see a new drive show up that contains the USB Drivers needed to get this working.
Open the the drive up by double clicking it and proceed to running the Autorun.exe located on the disc.
Once you've installed the drivers it is now time to get an adb(Android Debugging) shell going. To do this take your phone out of USB Storage mode.
Go to: Settings, Applications, Development and check USB Debugging on your phone.
Also check Stay awake and Allow mock locations.
If everything was done correctly up to this point you should now see a new icon at the top left of your screen. If you do not see this icon your phone is not actually in debugging mode. You may have missed something in the previous steps. It would be wise to read over the steps in the Installing Android SDK Guide.
If you've made it this far good job! You're on your way to super user success. #!
Launch a command prompt as administrator and proceed below. The rest of the steps are in a second guide and do not need to be re-typed.
You'll need one more file called "su" in your platform-tools directory. To finish the process and obtain the su file follow the link at the end of this step. I am not going to re-write the rest of the steps as jcase has already done a good job of this. To follow the rest of the process and download the "su" file please use his guide here.
Good luck and happy rooting!