Stab in the dark here, but
ssh -XY blah@blahblah
works for me; of course, I use linux to do so. I still log in in the console, but I can run programs graphically. I don't know if startx will work or not. But, i'm willing to work this out with you.
Of course, to do that, I guess I need some specifics: Are you ssh from linux to windows, or the other way around? I can't really tell from your description.
Or, I'll be no help at all