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So very true :)

Here's an attempt for bringing Valgrind functionality to Windows. I wish them all the best.

Purify and Insure++ are similar products for Windows, but commercial.

Among free...

Yeap, Valgrind does not work on Windows. I guess you can do it via Cygwin which is something like a Unix emulator for Windows (actually it is more of a Unix layer upon Win32, but it doesn't really...

You should first extract into a directory the contents of that .rar file you said you downloaded. Then cd into that directory form the terminal (if there's a src/ directory in there, most probably...

Here is quick instructions for basic installation, coming from the documentation of Valgrind.