use Perl

• http://www.noah.org/ssh/cygwin-sshd.html - installing cygwin sshd on windows (n.b. for an easier life use 'ssh-host-config' instead of 'ssh-host-config -y' and don't choose to create an extra privileged user.
• http://ncyoung.com/entry/389 - another page on installing cygwin sshd on windows, but worth skipping the initial stuff and using the instructions on the end for creating new ssh users
• http://www.sublimation.org/scponly/

notes:

to get scponly to install you need to make sure you have gcc, make and everything else installed, you also need to copy sftp-server to /bin so that the configure script can see it, finally you need to manually set the scponly.exe file to 775 mode so it can execute -- apart from that its a usual gnu install.