What package do you use for SSH on Windows? Cygwin? Or a commercial package of some kind? And what version of the software?
Also tell the Windows version. There are some unofficial Cygwin packages available on the Internet, that will work fine with Windows XP but not later Windows versions (they include a cygwin.dll that is very old). I struggled a lot with this myself years back. So you should take the offical Cygwin package (if you use Cygwin) from the offical website http://www.cygwin.com/
I think I used this guide http://www.howtogeek.com/howto/41560/how-to-get-ssh-command-line-access-to-windows-7-using-cygwin/ successfully a couple of years ago (on Vista),