http://caml.inria.fr/download.en.html

Well, it is actually available on Windows. And mind you, there is some
popular windows software written in ocaml. We were taking a look at
haxe the other day. The F# makes use of the (pretty good designed)
.net CLR. Which isn't a bad thing at all, but it's not my cup of tea.
:) On the other hand, starting an ocaml interpreter on windows makes
me feel a bit like a caveman touching a spaceship's gleaming surface.

Cheers and take it easy,

-- 
Eray Ozkural, PhD candidate.  Comp. Sci. Dept., Bilkent University, Ankara