In the past I have installed cygwin and sshd on Windows, so that I can log in to localhost via PuTTY, because I like PuTTY better than the default cygwin shell or rxvt.<p>I was just setting that up tonight, when I ran into a PuTTY version that does not require sshd to log in to Windows localhost, only cygwin.<p>http://code.google.com/p/puttycyg/<p>So far so good.
Use PuTTY as a superior command shell on Windows