You need to install an SSH client.

Purdue’s Engineering Computer Network has SSH clients available for Purdue faculty, staff, and students. Below is a link to the ECN software download page.

https://engineering.purdue.edu/PULS/pc_software/ssh_clients

We recommend SSH Client 3.x (SSHWinClient). Once the SSH client is installed, create a connection to any of the math servers.

Click here for more detailed instructions to setup a connection in Windows XP.