If there is a Apple logo in the upper-left corner of your screen, you are running Mac OS. If there is a Windows logo in the bottom-left corner of your screen (followed by 'start' on XP), you're running Windows.
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| Mac OS X | Windows XP | Windows 7 |
Most likely, it's Windows XP, Windows Vista, or Windows 7.

Note: You can find what major release name your version number corresponds to at http://en.wikipedia.org/wiki/Mac_OS_X#Versions.