Grrr. Where's grep when you need it on a Windows box? No, you don't need cygwin. You just need:
[sourcecode language="powershell"]findstr /?[/sourcecode]
And yes it does regular expressions. For example:
[sourcecode language="powershell"]
Echo "Here Is A Sentence" | Findstr /i "\<Sen[a-zA-Z]*e\>"
TaskList /v | findstr /i "Where[']sGrep.exe"
[/sourcecode]