Hi, this is a suggestion how the text in
http://sagemath.org/download-windows.html

could look like:

Usage
To run Sage on Microsoft Windows you need the following:

   1. VirtualBox for Windows
   2. Then run the downloaded ova image of Sage and follow these additional instructions.

Sage depends on many components which are not yet available for Microsoft Windows. The current VirtualBox Image provides you with an encapsulated and tested system and contains everything and needs nearly no configuration.

In developement: Help efforts for a Cygwin port of Sage

Other - unsupported - methods to run Sage on a Windows system:
Tested: Use the Sage Live CD to boot from CD or USB
Beta: Use the windows installer of the Live CD to have a dual boot system. (read instructions here)
Beta: use community provided virtual machines: Gentoo, Puppy
Methods which were successfully applied, but may or may not work for you:
Ubuntu Wubi install
Andlinux/Colinux