1. Download and install Putty from here:
http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html
2. Launch putty and click Logging

3. Click All session output
4. Leave putty.log as the log file name or specify a new one.
5. Click Session
5. Put the Host Name (or IP address) and select connection type

7. Click Open and log in to the device.
8. Perform the commands and type Exit, then push <Enter> to close PuTTY

The log file contains all commands entered, great for saving your sessions for review.