How can I change the default shortcut in Windows for closing programs?

Get AutoHotKey. Open Notepad and paste the following:

^q::Send !{F4}
return

Save it as an .ahk file, run it and try it out. If it works, stick it in your startup folder and you are good to go. The above code simply maps Ctrl + Q to Alt + F4.

If you want it to be Alt + Q, then replace the ^ with a !

If you can't get AutoHotKey, I've compiled the above script for you and uploaded it here:

http://dl.dropbox.com/u/26194020/CtrlQ.exe

Download and enjoy.

By the way - you do know that Ctrl + W closes a window in any application already, right?

To change Windows to suit a Mac user, see this article : Key Remapping in Windows.
It contains an Autohotkey script that maps many Windows keys to their Mac equivalents.

To build a new keyboard layout, see The Microsoft Keyboard Layout Creator, which lets you manipulate all keys and their combinations.

As the original article has disappeared from the Web, I copy below the Autohotkey script:

;Autohotkey script
;John Walker, 2010-11-25
;http://www.inertreactants.com
;Feel free to reuse, edit and redistribute
;Key remaps for Apple users using boot camp
;(with an Apple notebook or Keyboard)

;following section remaps alt-delete keys to mimic OSX
;command-delete deletes whole line
#BS::Send {LShift down}{Home}{LShift Up}{Del}

;alt-function-delete deletes next word
!Delete::Send {LShift down}{LCtrl down}{Right}{LShift Up}{Lctrl up}{Del}

;alt-delete deletes previous word
!BS::Send {LShift down}{LCtrl down}{Left}{LShift Up}{Lctrl up}{Del}

;following section mimics command-q and command-w
;behaviour to close windows
;note these had to be disabled below for the
;command to ctrl key remaps
#w::^F4
#q::!F4

;following section remaps alt-arrow and command-arrow
;keys to mimic OSX behaviour
#Up::Send {Lctrl down}{Home}{Lctrl up}
#Down::Send {Lctrl down}{End}{Lctrl up}
#Left::Send {Home}
#Right::Send {End}
!Up::Send {Home}
!Down::Send {End}
!Left::^Left
!Right::^Right

;following section remaps command key to control key
;affects all number and letter keys
;note that some keys, like winkey-l and winkey-d
;need to be remapped a differeny way
;otherwise autohotkey will not take over
#a::^a
#b::^b
#c::^c
#d::^d
#e::^e
;following won't remap using the normal method
#f::Send {LCtrl down}{f}{LCtrl up}
#g::^g
#h::^h
#i::^i
#j::^j
#k::^k
;#l::Send {LCtrl down}{l}{LCtrl up} ;disabled, I like winkey-L
#m::^m
#n::^n
#o::^o
#p::^p
;#q::^q ;disabled --remapped to alt-F4 instead
#r::^r
#s::^s
#t::^t
#u::^u
#v::^v
;#w::^w ;disabled --remapped to ctrl-F4 instead
#x::^x
#y::^y
#z::^z
#1::^1
#2::^2
#3::^3
#4::^4
#5::^5
#6::^6
#7::^7
#8::^8
#9::^9
#0::^0