The following zip file contains a number of files extracted from current (13-11-2004) Cygwin along with PuTTY (0.56b).
10-Feb-2005: Redirected logfile to /dev/null. Now X should be able to start even on system without cygwin.
They are set up to allow you to run an X server and connect from it to a remote computer (using putty) to run an X client
Extract the contents of the zip file in a directory and run from it
x-cd.bat ssh-x.bat
The second command attempts to be a wrapper around putty that sets the default to enable X forwarding.
I figure I should probably replace it with a shortcut, but I wanted to stick with batch files.