Sorry if this has been posted before but I keep getting asked. First off to enable SSH on your phone do this:

SSH is a service that you can install and run on the iPhone that allows you to access the phone's files / folders from your PC or Mac
You need to install BSD Subsystem and OpenSSH (in that order) from under the System category in Installer in order to be able to use it

Putty is downloaded here:
[ Register or Signin to view external links. ]

Make sure your iPhone is connected to your network. To find your IP address, go to Settings -> Wi-Fi
Click the blue arrow on the network you are connected to. Your IP address will be in there. Use that number for the rest of this guide.

Cygwin Instructions:
ssh root @ xxx.xxx.x.xxx Put your IP address here.
For me it was:
ssh root @ 10.4.9.40
It will prompt for a password which will be alpine.

Putty Instructions:
In the Putty configuration window under Host Name - put your ip address here
Click Open.
Click Yes if prompted.
Put root as the login and alpine as the password.

WinSCP Instructions:
After connecting to your iPhone, do the following:
Commands -> Open Terminal
Click Ok if prompted. After typing in each command click Execute.

CyberDuck
Click New Connection.
In the Protocol dropwdown menu, choose SSH.
In the Server field, input your iPhone's IP.
In the Username field, enter root.
In the Password field, enter alpine, unless you have changed it.
Click Connect.
--- Thanks John ---

Term-VT100
"Install [ Register or Signin to view external links. ] source in Installer. Then install "SUID Lib Fix" and "Term-vt100 SUID fix" from the Tweaks 1.1.3 cstegory."
Once you run this fix you will still be prompted for a password when launching term but it will now accept "alpine" and allow you in.
--- Thanks Griffinaz and Tinman---

Hope this helps. Let me know if you have any questions.