PuTTY : is a free ssh client for Windows.
malloc.org/dl is a local mirror that can be easier to remember.

When using PuTTY on windows you may want to use SSH Public keys. This can be done by using PuTTYGEN to create a key.
Change the "Number of bits in a generated key:" to at least 2048, and click Generate.

A couple progress bars will let you know the key is being generated.

Once its done you will see all the information you need.
Simply type in a passphrase, re-type it, and click "Save private key".
You can then copy (Using < CTRL > - C) the text in the box labeled "Public key for pasting into OpenSSH authorized_keys file:" and using your favorite editor put that text in the file ~/.ssh/authorized_keys in you home directory on the server. At this time you can also save your public key to a file. If you ever want to import that key on a system running OpenSSH just use the command:
ssh-keygen -if foo.pub >> ~/.ssh/authorized_keys

To set your PuTTY session to use the key just select Connections->SSH->Auth on the left hand side tree and click on the button Browse for "Private key file for authentication:"

If you want to make things even easier for yourself you can use PuTTY Agent. Simply run the agent, which starts up in the windows tray an load your private keys into it.

From that point on you'll be able to start a new session simply by Right-Clicking on PuTTY Agent in your system tray.