Seems a number of people are working on dmenu designs. I've compiled a version of dmenu for windows to ease the development. Just unzip the files to your dmenu directory (need dmenu.cfg and res folder), and run dmenu.exe.
Note: file selector and function to execute programs are disabled since they don't work on windows without rewriting the code.
Note2: dmenu can be built to run on linux pc as well. However my dev pc is running Ubuntu 64 bit, so the binary i built can only work on a 64bit linux machine. if anyone is interested, i can upload that as well.
<edit> Seems the upload is corrupted. I have re-uploaded the file. Hope it's ok this time.