The windows equivalent to a cron job is a scheduled task.
A scheduled task can be created as described by Alex and Rudu, but it can also be done command line with schtasks
(if you for instance need to script it or add it to version control).
An example:
schtasks /create /tn calculate /tr calc /sc weekly /d MON /st 06:05 /ru "System"
Creates the task calculate, which starts the calculator(calc) every monday at 6:05 (should you ever need that.)
All available commands can be found here: http://technet.microsoft.com/en-us/library/cc772785%28WS.10%29.aspx
It works on windows server 2008 as well as windows server 2003.
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