Begin by reviewing www.jfitz.com/tips/ssh_for_windows.html.
As of August, 2004 PuTTy may be the best but TeraTerm is also good. The advantages of PuTTy are in scp and port-forwarding. For PuTTy, go to www.chiark.greenend.org.uk/~sgtatham/putty and download putty-0.55-installer.exe and run it. Then return to jfitz.com and try his tutorial.
Revised August 21, 2004