I am following the procedures in the link you provided for installing openssh on windows 2003 server. I am using the older version because the compiling your own seemed to involved for a non-unix person. Anyway I am almost done but I am stuck at:
¦If you're not using the full Cygwin install you probably won't have bash so you will need to change the shells in the passwd file to use /cygdrive/c/Windows/system32/cmd.exe.
I do not find where in the passwd file I would change this.