The magic google phrase is "set environmental variables windows"
I can give you the instructions for XP - in later versions the steps will be similar - but you'll probably need to look in a different place for "system"
ok..
1. Start >> Control Panel >> System >> ( at this point you should have a setting box that looks like the attached image number 1 ) (Right clicking on the "My Computer" icon if you have one, and selecting "properties" should also get you to this stage.
2. In the "Advanced Tab" click "Environmental variables" - ( now you should have a settings box like in the second attached image )
If you installed with the installer you will see a "GOROOT", but not a "GOPATH" - in the box "System variables" ( it's already been added in my screenshot) - now press new and enter "GOROOT" and where you want it.