__At the moment the important issues are mentioned in PGEclipseFixesNeeded, but many more are known.
Unless you have a serious problem with a released version
which does not seem to be known about (e.g. errors switching to perspective/views; installing the product) please do not report your bug yet__
Incredible as it may seem, MS Windows does not support 2-way command-line communication between processes. Hence Proof General cannot communicate with a command-line prover running on Windows.
There are two options for Windows users:
Socket-based communication is fine. Configure/re-write your theorem prover so that it can communicate via sockets and all will be well.
If you work on a Windows box, but have network access to a Linux box, you can run the theorem prover remotely using TPWrapper (see the install page).