I also install Openssh, so that I can ssh into the box remotely from my
GNU/Linux workstation. I found these directions helpful:
To supplement those given in /usr/share/doc/Cygwin/openssh.README.
In the prompt for running /usr/bin/ssh-host-config, I answered
No to ``privel sep'', yes to ``service'', left daemon blank and pretty
much took the defaults from there. To test that the service is up,
just look up your IP address (``IPv4 Address'' from
``ipconfig'' ran in cygwin window), and try to ssh to that IP
address from the machine itself. If that works, sshd is working.
If you can't login from a remote machine to it, then the most common
problem is that the Windows firewall is blocking it. I had to change
to change my windows firewall settings under control panel, under advanced
settings, I added a rule to accept TCP port 22.
R. Clint Whaley