I had problems making ssh port forwarding for X work using cygwin.. here's how to do it:

install cygwin on the windows box

set up an X server under win2000 (e.g. xwin32)

on win2000, set an environment variable DISPLAY to the value 127.0.0.1:0

in the cygwin file /etc/ssh_config (or ~/.ssh/config), put the following:

Host * ForwardAgent yes ForwardX11 yes

use cygwin's openssh to ssh to a remote host, making sure that the environment variable DISPLAY looks funny on the remote host (.e.g. serenade.digicool.com:11:0)

start up an x program on the remote host. it will be forwarded over ssh back to the windows box.