Linux on Windows: CYGWIN

In order to setup a working linux environment on Windows try Cygwin. Cygwin is a implementation of a range of linux functions/functionality for Windows.

1. Go to www.cygwin.com and download the setup file.
2. Run the file by double click and choose "install from internet".
3. When prompted I prefer to install Cygwin to "Program Files", which although warned about does not seem to give problems.
4. When prompted for choosing packages choose:
• Editors
• emacs
• mc
• Net
• openssh
• rsync
5. Finish the installation. 
6. Run (double click) the shortcut on the desktop. It will create your home folder in the appropriate location (in this case (english WinXP) "C:\Program Files\cygwin\home\you").
7. In the Cygwin window run "ssh" which will create the ".ssh" folder in your home folder.