I completely disagree with slightwv. You should use whatever tools work best which are usually unix/linux tools. I always have Cygwin 64-bit (though mingw is a better option as long as it has the tools you want) and Strawberry Perl installed on Windows machines because they simply work better than what is included with Windows.
I ended up installing sed from mingw and ran the following command to get the desired output:
for i in `find . -iname *.csv` ; do sed -i '1s/|/\"|\"/g' $i ; done
Thanks again for your help!