Of the source control systems I've used Subversion with Tortoise is my preferred choice (I've used VSS, Subversion (SVN) and TFS).
Subversion has some excellent documentation on how it works and also on the general concepts of version control so that you actually understand what you are doind and why.
If you want to set up Subversion on a Windows stack then by far the easiest way is with VisualSVN which is free. The client side plug in to Visual Studio, however, is not free. But there are many free alternatives such as Tortoise.
