SFTP and SSH through Winsock: Help!

I have to upload a file to a site using SFTP (through SSH) but I have NO real idea how SSH and SFTP work. Here's what I do know though:

- I know the host, port, username and password
- I'll probably have to do the entire thing through Winsock
- When I try to connect to the site using Winsock I get "SSH-2.0-3.1.0 F-SECURE SSH" and that's it. It doesn't respond to any other commands (granted I don't know what commands I can use...)

After that I'm pretty much at a loss. I tried logging in to the site using PuTTY but after giving my username and password it just said "You have no new mail - press any key to exit". I know this has nothing to do about connecting to the site, but I'm mentioning it in case it's useful.

So basically, I'm looking for some starting points, helpful tips, how to's, manuals or anything that would help me get this going.

Thanks