For production with headphones, keep it neutral so that when it translates to audio on speakers, it won't sound anemic. People using bassy headphones to produce music will have it sounding less bassy on speakers for example. So this is why you want flat response headphones for production. That said, you don't need fancy equipment for what you're doing. You can get into mix boards and stuff later, but that's hardware stuff. For now you're using software for all your stuff in Windows. That's fine. All you need to continue is a good flat response headphone and something to drive it, which does not mean you have to spend very much.
I would suggest Brainwavz HM5 (MP4nation.net has it on sale for $99 shipped with a free stand) and a Fiio E10 DAC/AMP ($65) or Asus Xonar DG ($30) sound card to get you started on simply having a good basic audio setup to work with. Good flat response, good extension, revealing, and isolating so you can focus on what you hear in the music (and not your environment). You don't really need a separate DAC/AMP or new soundcard (note, you would only use one or the other, not both) but I generally recommend it to get off the internal workings of laptop/computer built-in solutions (usually realtek stuff). They're ok, but it's nice to be able to separate your source from the computer itself and keep it clean, quiet and free of mechanical/electricity noise/interference/jitter, etc, from the moving parts of a computer that conduct over the touching metal bits. Alternative headphones: Shure SRH840, KRK KNS 8400, AKG K271 MKII.