For Windows XP or earlier version you have to install a Unicode font which supports Bengali. It's a matter of few seconds to install the font by following the given instructions.
1. For Windows XP or earlier version Download the zip file and extract it. Then open the folder.
2. Copy all the fonts of that folder and paste it to your system's "Fonts" directory. You can find this directory by two simple ways:
Start > Run > type "fonts" and click OK