I'm using OCamlWinPlus v1.9RC4. It sucks pretty hardcore. It's constantly crashing, and lacks basic features. What other toplevel OCaml programs can be recommended for Windows Vista?
You can use a Windows version of Emacs and use the customization files (*.el) provided with OCaml's source archive to turn Emacs in a powerful, if idiosyncratic, toplevel.
You'll find the instructions in ocaml-3.11.1/emacs/README. Specifically:
Once you have started caml by M-x run-caml:
M-C-x send phrase to inferior caml process C-c C-r send region to inferior caml process C-c C-s show inferior caml process C-c` goto error in expression sent by M-C-x