In order for this to work, you'll need some process running on your PC which will listen for incoming messages.
Email is the simplest solution, primarily because iOS has "send via email" integration built into it.
Another option is Twitter. iOS 5 also has Twitter support built into it. You could setup a Twitter account on your Windows computer and have it follow your main account, and use Twitter to send information to it. That will require some sort of a Windows Twitter client which will look for incoming messages.
But if you want the fastest method, I think your best bet is Instant Messaging. Install an IM client on your PC, and then on your iPhone. Personally, I would use http://www.google.com/talk/ but http://aim.com would also work.