Running X window on Microsoft Windows using X-Win32.
The Social Sciences Computing Services has licensed X-Win32. To get the software installed follow the instructions here. Once installed there are a series of steps that can be followed to create a connection.
Steps to create an X connection on Microsoft Windows

Click on the
Wizard button in the dialog box.

Enter the name with which you want to refer to this connection and click
SSH then on the
Next button in the dialog box.

- Step 4 :
Enter the servername in the Host field (eg. acacia.nmsu.edu, senecio.nmsu.edu, (your username)@nmsu.edu). Then click the Next button.

Enter your SSCS
Username into the
Login field, if you are not the only person who uses your machine, or for added
security do not enter your password here. Entering your password here will
allow you to connect without supplying a password subsequently.

Click
SunOS (Solaris)
and then click
Finish.

Click on the connection you just created and then click on the
Launch button.

On the
SSH-Host Key Verification window, click on
Yes. Then click on
X-Win32 License Wizard and drag it to somewhere visible.

Choose
Network(Floating) and click
OK.

Rearrange your windows so that
X-Win32 License Wizard window is visible. Enter the license key you obtained when downloading the software into the box and click
Next.

Click
Cancel for
X-Win32 Update Tool.Then click
Finish to finish the license update.


Then you will need to cancel the connection and launch the connection again to get on the system.

If you get a Windows Security Alert, click the
Unblock button.

Reference:
http://sscs.uchicago.edu/pages/xwindows.shtml