A mud client is a telnet program with various bells and whistles that has been designed to making the mudding process easier. They can do things such as enter commands when you recieve a message such as being hungry. The display usually looks nicer than what you get through straight telnet. TMC's Resource Center has a long list of mud client websites, some better than others, some defunct. These are just a few of the more popular clients available:
zMUD is a fairly popular program for Windows users. To get the free verision, go to downloads, choose zmud, then go to the bottom of the page. There should be zMUD v3.62 there, which works for windows 3.1 - windows 98. Anything higher, you will have to use a different program or buy something.
SimpleMu is another program which will work with Windows 2000, XP, and 98. It has some powerful options for aliases, triggers, and other such features, and is very easy to use.
Wintin.net has some more complex scripting abilities built in to accomplish a wide variety of tasks, though it's a bit more difficult for beginners to learn.