When I used to use Windows, I think I used Freespell. Years and years ago now.
I recall it working pretty nicely.
On Linux, there are a few readily available libraries/utilities (like aspell, which Freespell is based on.)
I don't use Notepad++, I use NoteTab Pro (superior in every way!

) which has a built-in spellchecker, amongst other things. I work in a virtual machine of Win2K, and basically only fire it up for NoteTab. I highly recommend that you switch your editor.