Mutex Question

In windows you can use
CreateMutex() to make a mutex
WaitForSingleObject() to lock a mutex
ReleaseMutex() to release the mutex
(edit note) Missed .net, just saw "windows". These functions are the the old Win32 API calls, not .net. :(
The overall program structure should be no different from what you would do in linux.

You could also download the pthread libraries, and have the same POSIX standard threads from linux in your windows programs.

If you are using .Net then you can look at the System.Threading.Mutex class, however if you don't need to share it across processes then you can simply use the Monitor class to perform synchronization (lock(){} construct C#).