Easiest way is to use Putty and Xming.
Have tried Cygwin/X, but seems overly complex: Xming appears to be the simpler answer.
Just need to make sure X11 forwarding is set on Putty, and everything else should just work...
...don't seem to work together: Money fails with an error stating it expects IE6.
The initial solution appears to be to update the registry with the following, which seems to work:
[HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Microsoft\Internet Explorer]
"Version"="9.11.10240.0"
The full thread can be found here.