OK done and working fine from another machine on my LAN. I've installed it on WinXPP BTW, but it should be the same for you. So this is what I did:
1. Downloaded the zip from
http://sourceforge.net/project/showfiles.php?group_id=103886&package_id=111688.
2. Installed it as an admin account.
3. Opened a DOS windows (running under an admin account) to C:\Program Files\OpenSSH\bin
4. mkgroup -l >> ..\etc\group
5. mkpasswd -l >> ..\etc\passwd
6. net start opensshd
7. Ran the firewall.cpl and made an exception for port 22.
8. Downloaded PuTTY from
http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html on another machine on my LAN.
9. Ran PuTTY, and typed in my server's name (port was already set to SSH 22), and pressed Open.
10. I got a warning about my server's identity, and pressed Yes.
11. Got a login as: prompt, so I typed a local user name from the server.
12. A default warning page displayed, and a password: prompt, so I typed the password of that Windows user.
13. Done. Prompt is ready at C:\Documents and Settings\User