How to install OpenSSH sshd server and sftp server on a Windows 2000 or Windows XP or Windows Server 2003

How to install OpenSSH sshd server and sftp server on a Windows 2000 or Windows XP or Windows Server 2003. This looks like a pretty good step by step of how to install SSH on a Windows box and a Linux box. I haven't had much time to go through everything but I do want to mark this site to come back to at a later time.