Cygwin has been high on my list of tools for over 10 years. It’s a *free* Unix environment that runs inside of Windows. It’s not like VMware in that it exists alongside Windows — you don’t boot one or the other. Rather, it’s a set of DLLs and APIs that allows you to run Unix commands from the command line — a DOS box if you will. It has full implementations of X11, GNU Emacs, SSL, OpenSSH, cron … a list too long to go into here.
One of the thuings you can do with this package is run an SSH daemon (SSHD). Why? SSHD provides a secure path to your machine from other machines. No, it’s not a Windows GUI, it’s a Unix command-line UI but you can run X11 if you MUST have a GUI and the whole thing is secured by OpenSSH. With the addition of some of the fine tools from Sysinternals like PsTools you can monitor your event log and see who’s been trying to log in.