I was looking at the list of Windows updates that were downloading and find the Windows PowerShell as a part of the download.
As per MS, in their FAQs on PowerShell (http://www.microsoft.com/windowsserver2008/en/us/powershell-faq.aspx), I find some interesting facts:
Windows PowerShell is a new command line shell and task-based scripting technology that provides information technology (IT) administrators comprehensive control and automation of system administration tasks, increasing administrator productivity. Windows PowerShell includes numerous system administration utilities, consistent syntax and naming conventions, and improved navigation of common management data such as the registry, certificate store, or Windows Management Instrumentation (WMI). Windows PowerShell also includes an intuitive scripting language specifically designed for IT administration.
However, I wonder why I need Powershell, if I am not a geek 
Anyways, if you wish to download it, you can also manually do it at :
http://www.microsoft.com/downloads/results.aspx?pocId=&freetext=powershell&DisplayLang=en
Also, check the blogs at:
http://blogs.msdn.com/powershell/archive/2007/03/09/installing-powershell-on-vista-longhorn-server-faq.aspx
