One of the features we added in Windows Vista was a platform to support for decoding camera raw images in Windows Photo Gallery (and later Windows Live Gallery), Windows Explorer, and Win32 & WPF applications. The camera IHV community has done a great job supporting this effort by creating codecs that enable raw files for various cameras. The Microsoft Professional Photography website just posted a page where you can download Codecs for Windows for your camera.
Updated: a couple folks pointed out that the link I posted was broken. That is fixed now.