First make sure SSHD is installed and running on the Linux Box.
Second Make sure you are allowing port 22 through the Linux Firewall
Third, IF you are using xinetd to start sshd (you probably aren't, but I don't
have any idea about your configuration) you need to make sure your
/etc/hosts.allow file is set up to allow ssh connections from your windows
If you need more explanation for any of these steps, post back to this forum.
Hope this helps,