Linux – Windows 7 coming from Linux/Unix

I've got a Windows 7 box going for my job, and most high-level computing experience is coming from shell environments in Linux. I'm completely lost in the Windows shell, and when I try to use a GUI for basic tasks (even a simple deletion) I get thrown off by many obstacles, most simply a cause of my ignorance

Incidentally, this question exists because I don't know how to tell the OS that I really, truly want to delete a folder for which I need root permissions (even though I'm an administrator, and the only user) — sudo rm -rf. After > 6 instructions to the tune of Right Click Folder -> Properties -> Security -> Advanced -> Advanced -> … type prompts, I ate some ice cream and came here.

Does anyone know of good tools/know any tips for migration? Things like:

• A good, thorough manual to the Windows shell? This is what I'm looking for most. Ideally, more than a command reference, but underlying details, such as how PATH is stored, changed, etc.? I could use Cygwin, but I'd like to know how to communicate directly to the OS on a deeper level, and how the 'pros' would do it.
• A decent write-up of basic OS utilities?
• Anything else that's been handy for others making the switch?

Thanks, hope you're well ^_^