Well, if you wait until Windows 7 (patience is a virtue you know!

), it will be built-in:
http://blog.wired.com/gadgets/2008/05/ballmer-and-gat.html
There isn't really good generic radial menu (RM, also called pie menus) software for Windows that I could find, there is RadiaLM (haven't tried it), and some plugins for Firefox (thus not available elsewhere).
RadiaLM:

On OS X, there is a fantastic selection of options:
Constellation, a plugin for the über-launcher Quicksilver. Great iterative interface (radial menus stack for more options, and can be contextual). As usual on OS X and Quicksilver, looks beautiful:

An intelligent radial launcher, Sapiens. Analyses application types and groups related apps, also keeps items spatially consistent within their relational groups:

http://www.donelleschi.com/sapiens/
A 'standard' radial dock interface:
http://www.old-jewel.com/trampoline/
-----------------
UPDATE: ah, Orbit looks like a good windows alternative :-)