Running Cygwin in background.

I would like to run Cygwin as a background process in Windows, and access it via an SSH server (which will be running in Cygwin). What I mean is that I do not want to have an open window on the Windows box. I don't care if it shows up in the Task Manager or anything -- I don't need it to be hidden. Just out of the way so that there isn't always an open window in the taskbar.

Is there a good guide somewhere for how to do this, or does Cygwin have this functionality built in?

Thanks,
jrtayloriv