Configuring vim in Windows

I like to use vim - I've learnt enough of the shortcuts for it to be powerful enough in my hands to be a serious alternative to Eclipse when editing non-project files. However, as a Windows user (yes, alright, why am I?) I often have trouble setting up my .vim directory and .vimrc file. There are a few helpful hints that I really ought to remember:

• Instead of .vimrc, the filename is _vimrc - because Windows doesn't like filenames beginning with a dot.
• Instead of .vim, the directory name it is looking for may be vimfiles - for the same reason.
• Depending on the configuration of Windows, it may not be looking for your files where you think it is - to find out you can do :echo &rtp

Now I know where to put this useful snippet that makes the markdown editor work with Jekyll's YAML frontmatter. Phew.