The Heartbleed vulnerability in OpenSSL has received a significant amount of attention, worry naught it won’t get you unless you have Apache on your Windows server. Microsoft services were not impacted by the OpenSSL vulnerability and the Windows implementation of SSL/TLS was also not impacted.
Rest assured that default configurations of Windows do not include OpenSSL, and are not impacted by this vulnerability. Windows comes with its own encryption component called Secure Channel (a.k.a. SChannel), which is not susceptible to the Heartbleed vulnerability.