What's in your .vimrc file?
bmj: Mine, though I've (mostly) moved to emacs these days:  set nocompatible
  source $VIMRUNTIME/vimrc_example.vim
  source $VIMRUNTIME/mswin.vim
  behave mswin
  set tabstop=4
  set shiftwidth=4
  set gfn=Consolas:h10:cANSI

  set number
  set cin!

  colorscheme evening

  map <silent><A-Right> :tabnext<CR>
  map <silent><A-Left> :tabprevious<CR>
  map <F10> :browse tabnew<CR>

  set diffexpr=MyDiff()
  function MyDiff()
      let opt = ''
      if &diffopt =~ 'icase' | let opt = opt . '-i ' | endif
      if &diffopt =~ 'iwhite' | let opt = opt . '-b ' | endif
      silent execute '\"!C:\Program Files\vim\diff\" -a ' . opt . v:fname_in . ' ' . v:fname_new . ' > ' . v:fname_out
  endfunction

EDIT: Updated formatting.