Thanks again to everyone for contributing to this thread. I'm learning a lot. Okay, what jldiaz wrote really has started to make all this info come together for me. It particularly clarifies what Benson meant when he said <stuff that vaguely made sense as I skimmed it quite hastily> Finally, I think I understand this.
But for some reason I can't make it work.
I can set up the ssh session. xterm takes the command, and then prompts me with the CLI prompt appropriate for the Cygwin terminal. It really seems like the session is set up appropriately. But VNC won't do anything with 127.0.0.1:1 I can connect to the XP box's VNC server directly at my.XP.box's.IP.address But that's not what we're shooting for.
If my ssh client is listening to the VNC client on 5901, then it should be able to send the VNC info through port 22 to the sshd server which can send it through port 5900 to the VNC server. Could this be a problem with my router? I've tried setting up port forwarding, but I can't make anything work. But that doesn't seem right. If I can connect the ssh between the nokia and the XP box on port 22, and I can connect the VNC between the nokia and the XP box on port 5901, then how could the router interfere with the nokia's port 5900 ability to talk to the nokia's port 22 to talk to the xp box's port 22 which finally sends it to the XP box's 5900.
And if I can connect to the VNC server, directly, and insecurely, does that mean that any damn computer on the internet with a VNC client can connect to my XP box directly and insecurely? Or does it just work for me because I my nokia and XP box happen to be on the same wlan.