Argh. I am trying to set up Unison on my Windows XP box at work. Unison needs an ssh connection, and the ssh server I had been using, KpyM Telnet/SSH Server, just doesn't seem to get along with Unison. This has led me try try the ssh server in Cygwin, and all I can say is "Ouch."
While Cygwin is truly a blessing, it is not exactly easy to set up. If you are trying to set up a ssh server with it, I found the directions here to be a godsend. Be sure to read it carefully as there are lots of little bits and pieces that can be messed up in the default install. In particular, I ran into a roadblock with group IDs right, and this solved it.