If you can log into Linux but not into Windows, it may be that you simply don't have a Windows account, or it may be that you have changed your password on Linux but not on Windows. The letter you received with your account details will say whether you were set up with a Windows account, and will also contain your original password. If the letter says that you have a Windows account, try logging in with the password it gives.
If you can log into Windows with your old password, I'd advise you to change it to be the same as your Linux password, so that you don't have this problem again, and so that you can access your files from Windows. To change your Windows password, press Ctrl-Alt-Delete, click on the "Change Password" button and follow the instructions.
If you still can't log into Windows, you'll have to ask me to sort your account out for you. It saves time if you come round to my office in person for this, so that when I'm setting up your Windows account, you can type your password in.
Many Windows problems are resolved by a reboot, but if a problem persists or recurs, please email help@maths.