Hi,
I know two servers quite well.
The first is the Open Source
JBoss (www.jboss.com). Being O.S. and having lots of developers, JBoss is usually very stable and at the cutting edge of development. And free. Which is nice
.
If you don't want an app. server written in Java, you could try SilverStream (www.silverstream.com) who have a standalone trial version. A lot of people said bad things about older versions, but the current one's now fully J2EE compatible. Be warned that it's quite large and wierd and takes some getting used to though.
To my knowledge these should both run under Windows, but you're probably going to want at least 256MB if not 512MB or even a Gig. Then again PC-133's cheap these days...