I want to know if there is any way by which I can paste yanked text to the command window. For instance if I have yanked a word and I want to grep it in some location I can't simply paste the word using 'p'. However if I copy it to clipboard, Shift-Insert will paste the same thing. 

Is there any tweak available which would allow me to paste yanked text to the vim command prompt?

I am using gvim on Windows.