Linux Based Terminal In Windows?

Is there a way to get a linux like terminal in windows? I use Linux and Snow Leopard and since snow leopard is unix based they both have about the same terminal commands, so when I switch to windows I dont know many command line codes. I found a shell script replacement called Cygwin (http://www.cygwin.com/). Will this replace my shell so that Windows will use linux commands in the cmd instead of the regular cmd commands?