Interoperability of Bitcoin clients
You can use online wallet, like StrongCoin, then it doesn't matter where you access it from.
You need to use an Android client that allows for private key import/export. I'm not sure which Android client does this, but for Windows/Linux you either can look for some tools for altering the wallet.dat for the standard Client, or use an alternative client with import functionality (as far as I remember, MultiBit can do that, but I'm not 100% sure).