Bitvise Tunnelier is an easy to use SSH client "which includes state of the art terminal emulation, graphical as well as command-line SFTP support, an FTP-to-SFTP bridge, powerful tunneling features including dynamic port forwarding through integrated proxy, and also remote administration for the SSH server, WinSSHD".
I've used Putty in the past and putty was confusing, but this application makes connecting to SSH a breeze. You can even generate Public/Private keys! Tunnelier is free for individual use and requires license purchase when used by more than 1 person. You can download it from http://www.bitvise.com/tunnelier