Big Thanks to http://pigtail.net/LRP/printsrv/cygwin-sshd.

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1. Download cygwin (http://cygwin.com/setup.exe).

2. Create a directory in c:\ call it "cygwin" and put setup.exe in there.(run that
as admin)
4. Search for openssh and click on skip to change it to 5.9p1 or newest verson.
5. On OpenSSH make sure under B the box it checked.
6. Click the start button, right click on Computer(my computer on Windows XP) and
select properties, click Advanced system setting(Windows 7), on the advanched tab
click Environment Variables.
7. Under System Variables find "Path" and edit.
8. In Variable value add to the end.(No quotes just whats in them) ";c:\cygwin\bin"
9. On your desktop right click and run as administrator Cygwin Terminal(On Windows
7).
10. Run these commands in the terminal. One at a time
chmod +r /etc/passwd
chmod u+w /etc/passwd
chmod +r /etc/group
chmod u+w /etc/group
chmod 755 /var
touch /var/log/sshd.log
chmod 664 /var/log/sshd.log

11. Now run "ssh-host-config" when you reach the question

" Enter the value of CYGWIN for the daemon:" enter "ntsec tty".Answer all questions

with yes except "This script plans to use cyg_server, Do you want to use a
different name?" enter yes and put the
name as "sshd".Then make up a password for that account.

12. Run "cyglsa-config". Anwser Yes to the question.

13.VERY IMPORTANT STEP REBOOT YOUR COMPUTER.
14. Open a Windows command prompt as administrator and run "cd C:\cygwin\bin"
15. Run "ash" then "/usr/bin/rebaseall"
16. Open your cygwin terminal as admin and type these commands.
chown system /etc/ssh*
chown system /var/empty
mkgroup -l > ..\etc\group
mkpasswd -l > ..\etc\passwd
17. In the start menu type services.msc and find the "CYGWIN sshd" right click and
properties.
On the log ON tab click "Local System Account" and check the box underneath.