All you should need to do to install and use maven:
1) Download maven 3. The ZIP should be fine. Install it in a known place; I use c:\tools\ as the parent directory but your mileage may vary.
2) Set your PATH to point to the bin directory in the installation directory. If Maven is in c:\tools\maven-3.0.3 (as it is on my system), you'd add c:\tools\maven-3.0.3\bin to PATH:
set PATH=%PATH%;c:\tools\maven-3.0.3
You may also want to set MVN_HOME:
set MVN_HOME=c:\tools\maven-3.0.3
3) start a new command shell (cmd.exe). mvn should work; if not, you've skipped something here or something's badly wrong in your configuration.