Signing files on Windows is extremely easy thanks to a free utility we provide, kSign.
Download kSign at http://codesigning.ksoftware.net -- the interface should be completely self explanatory. All you need to do is point it to your PFX file and the file(s) you want to sign.
For a kSign-specific tutorial, please see this link.
Microsoft also distributes a command-line utility called signtool.exe but kSign completely replaces that and comes with both command-line and GUI versions. You don't need signtool (or anything else) installed to use kSign.
Microsoft (and many other companies/people) have signing tools available both for free and commercially -- our certificates are 100% compatible with ALL signing tools out there.