I am trying to run this line out of http://docs.heroku.com/quickstart
git init
But I get 
How do I get around this problem?
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You need to install git on windows first, and then use the GIT bash shell. Here is the site for GIT on windows http://code.google.com/p/msysgit/
Just install that, open GIT Bash, navigate back to that directory and run that command again.