It is convenient to give the connection a name, usually the name of the machine to which the connection is made (the default is "New"); it is easy to overlook the topmost field in the "new connection" screen.
SecureFX has the advantage of working with all remote file locations and systems, including all temporary storage such as /bigtmp.
The document Management and Storage of Large Files has some information about using "longtmp" temporary storage from Windows if SecureFX is not suitable for managing files on that filesystem.
Start SecureCRT, connect to the remote Unix system, then start Exceed running in the background as a toolbar. You can then run X applications from the SecureCRT terminal. The screenshot shows a GUI editor, nedit, running on the remote system and displaying to the local Windows desktop.
To run multiple applications from the terminal, append an ampersand (&) to the end of each command. This places the command into the background. See the Unix basics Web pages and Unix tutorials for more information about running commands in the background.
For those who want or need a free solution, Cygwin provides xorg. However, xorg is not downloaded by default when the Cygwin setup is run; the user must select it. It is also important to be sure that ssh is selected. Once xorg is set up, it is initiated from the Cygwin shell by typing startx. Unlike eXceed, xorg starts a full window manager environment. You should start an xterm on your local system, then log in to the remote machine with a command such as ssh -X -l mst3k aspen.itc.virginia.edu where your login ID goes in place of "mst3k" and the name of the machine comes last. The -X option enables X11 forwarding under Cygwin.