Windows Process Hunting
Windows Process Hunting is just like on Linux, but requires a better understanding of the Windows OS. Because Windows is a nightmare, knowing what is normal in order to find out what is evil is a much more difficult task.
On the plus side, because there is so much more Windows malware, the security community has put a great deal more effort into creating resources on how to do this, as well as programs that will do it for you.
I am not going to get into Windows Process Hunting at this time, but here are some interesting resources if you want to learn more: