The Windsor knot is named after the Duke of Windsor, although he did not invent it. The Duke did favour a voluminous knot; however, he achieved this by having neckties specially made of thicker cloths.
In the late 1990s, two researchers, Thomas Fink and Yong Mao of Cambridge's Cavendish Laboratory, used mathematical modeling to discover that eighty-five knots are possible with a conventional tie (limiting the number "moves" used to tie the knot to nine; longer sequences of moves result in too large a knot or leave the hanging ends of the tie too short). The models were published in academic journals, while the results and the 85 knots were published in layman's terms in a book entitled The 85 Ways to Tie a Tie. Of the 85 knots, Fink and Mao selected thirteen knots as "aesthetic" knots, using the qualities of symmetry and balance. Based on these mathematical principles, the researchers came up with not only the four necktie knots in common use, but nine more, some of which had seen limited use, and some that are believed to have been codified for the first time.
The Windsor Knot is a thick, wide and triangular tie knot that projects confidence. It would therefore be your knot of choice for presentations, job interviews, courtroom appearances etc. It is best suited for spread collar shirts and it's actually quite easy to do.
While just about everyone can use this tie knot to tie his tie, it looks especially well on men with longer necks as its wide form shortens the perceived height of the neck a little bit.
To tie the Windsor Knot, select a necktie of your choice and stand in front of a mirror. Then simply follow the steps below:
1) Start with the wide end ("W") of your necktie on the right, extending about 12 inches below the narrow end ("N") on the left.
2) Then cross the wide end over the narrow end.
3) Bring the wide end up through the loop between the collar and your tie.
4) Then bring the wide end back down.
5) Pull the wide end underneath the narrow end and to the right, back through the loop and to the right again so that the wide end is inside out.
6) Bring the wide end across the front from right to left.
7) Then pull the wide end up through the loop again.
8) Bring the wide end down through the knot in front.
9) And -- using both hands -- tighten the knot carefully and draw it up to the collar.
Congratulations, you did it! You see, it is not rocket science after all. Simply keep practicing the Windsor Knot a few more times until you can tie this necktie knot within less than two minutes.
Information taken from: http://www.tie-a-tie.net/windsor.html