OpenSSH server on MS Windows 7 via Cygwin

I've been struggling in getting sshd work under Cygwin installed on MS Windows 7 (that I had unfortunately to get installed on my work laptop because that's the system used at my Institution).

Some important reference materials:

http://pigtail.net/LRP/printsrv/cygwin-sshd.html

http://www.kgx.net.nz/2010/03/cygwin-sshd-and-windows-7/

http://www.acooke.org/cute/CygwinSSHS0.html