For Windows XP:
To remove Cygwin sshd in the cleanest possible way:
cygrunsrv -E sshd
cygrunsrv -R sshd
delete the folder c:\cygwin and all its sub-folders
remove the Environment Variable CYGWIN
edit the Environment path accordingly
Start...Run... regedit and delete these two registry trees
"HKEY_CURRENT_USER_Software_Cygnus Solutions"
"HKEY_LOCAL_MACHINE_Software_Cygnus Solutions"
Go to Control Panel, Category View, Performance and Maintenance,
Administrative Tools, Computer Management.
or click Start...Run...compmgmt.msc
delete the sshd user if it exists in the "System Tools" - "Local Users and Groups" - "Users" section.
Thanks to Dave Abrahams of Boost Consulting for the sshd user account deletion hint.