See: [link|http://twiki.iwethey.org/twiki/bin/view/Know/CygwinSshCantAccessShares|TWiki:CygwinSshCantAccessShares]. Problem is apparently Windows' authentication scheme, which isn't comfortable handing over the family jewels unless you've given it a password. Inflexible. So if you want ssh-agent access to your winders boxen, tough petuties.