I found this thread that seems to suggest it's not possible to connect to Amazon VPC VPN from a Windows 7 box without an external hardware (router) on the client side.
Is this true, or did I miss anything?
If it is possible, are there instructions on how to do this?
Using AWS's VPC gateway would typically require a hardware router such as a Cisco or Juniper. You could take the virtualized route by going with Mikrotik or Vyatta at your site.
To connect your PC to the VPC, I'd recommend installing OpenVPN on your AWS instance. You can set-up an SSL VPN to your PC. Setting up the SSL VPN is not difficult. There are several guides that explain how to do this for linux distributions and Windows.
If you have a static IP address, you can open you AWS network to port 22, and connect via putty. If your IP is dynamic, the way to connect is OpenVPN as explained, assuming you have not open port 22 to all.