How are you running sshd? As a daemon, or through inetd (I assume Cygwin's got one), or something else?

When you ask cygwin to make sshd listen it wraps sshd.exe up in something and installs it as an NT service. The end result being that sshd.exe effectively listens on port 22.

For the moment I am going to leave things as they are, rsyncing from a Samba share using the local Linux box. I'll come back and try and fix this "properly" some other time...

...the limiting speed is always going to be the ADSL line connecting the servers anyway.