How to change Text-related keyboard shortcuts
According to this blog post, you can create a file called ~/Library/KeyBindings/DefaultKeyBinding.Dict (you might have to create the KeyBindings folder in your Library folder).

In that file, you need the following content:

{
   "@\UF702"  = "moveWordBackward:";
   "@\UF703"  = "moveWordForward:";    
}


(see the linked blog post for other Windows features you might want to recreate)

Not all programs that use text fields will use the default keybindings, but this will help with many programs.