Easy to download, unzip and navigate to bin. I hate having to decide where to put all these tools though, so I just put it next to my eclipse work-space in my home directory.
Found out a new way to set a PATH variable though:
bla\spring-2.0.4.RELEASE\bin>setx PATH %cd%
%cd% = current directory
Just remember to close and reopen the command prompt window for the changes to take affect when navigating to other windows.
bla\spring --version Spring CLI v2.0.4.RELEASE

