Git on Windows vs Git on Unix/Linux

[kamocat]

Okay, so I've been trying out Git for a week or two, and it's taken me a bit to get the hang of it (because I'm not used to operating from the command line). However, I purchased Pro Git, because I was looking it up online so often, and have been fairly good since.

However, now I'm trying it on Windows. I personally use a MacBook, and run Windows in VMware Fusion, so I had been running Git from the Unix terminal. However, in order to make sure the programming team can use it, I need to test it on Windows. I chose msysgit, rather than cygwin, because it looked simpler to install and use.
So I install it and get it running, and cd to my repository, and run git status.
And it tells me every single file in my repository has been modified.
(I haven't tried committing, because I don't want to corrupt my repository.)

So I go back to the Unix terminal, and try git status, and it tells me there have been no changes.

Will this happen every time I switch between Windows and Unix? Or is there something wrong with my install?

Would I be better off with cygwin?