If you are looking for a CapsLock switcher that will work for any keyboard layouts, check the work done by Mark Russinovich and Bryce Cogswell at www.sysinternals.com. The site has some very useful utilities including a CapsLock switcher.
The FAQ has lots more information about ssh. Since I live in the United States, I am a munitions dealer if I export this software. If you live outside the U.S., I can only provide a patch to the source code since this includes no cryptographic code. The patch is against the ssh-1.2.14 distribution. However, Jonathan Chen kindly applied my patch to the distribution and created binaries, and you can find the binaries at ssh-1.2.14-win32bin.zip.
This version is not a full terminal. It allows you to run commands such as ssh remote_machine -l chaffee ls, and it even lets you log into other machines interactively, but it gives you only dumb terminal capabilities. For a version that might have full capabilities, try this port of ssh or TTSSH.
You'll need to create a c:\ssh\etc directory to keep your ssh_config, ssh_host_key, and ssh_host_key.pub in. You need to generate the keys on your Unix box with ssh-keygen as I haven't fixed it yet. It does get compiled, but it doesn't work. Next, make sure your HOME environment variable is set. One NT, this can be done via the Control Panel->System. You can also do it on the command line (or in autoexec.bat) using set HOME=c:\users\yourname. This works on NT and Windows 95. Finally, create a %HOME%\.ssh directory like you would under Unix. Put your identity and identity.pub files in there as well as any others you might use. With that, things should work. If you make a copy of ssh.exe to sshc.exe, it will automatically run with compression on. I find this useful when running with cvs.