Hello Guys,
I was looking for a method for passwordless SFTP from Solaris to Windows server.

I googled a lot, but could not find anything which would suit my purpose. All I found on google was the error messages that people got, but not how to do it.

Please help. I am in urgent need of it.

If you want the sshd server on windows you will need cygwin and a lot of cafeined berberages. sorry, you are going against the M$ bad karma.
If what you want is to have a sftp client at windows, and sshd at Unix, you are asking for shared key autentication scheme.
It can be done with winscp + any sshd.
1- Use putty gen to generate pub - priv keys on the windows Give the private key to winscp.
2- copy the pub key to the $HOME/.ssh/authorized_keys on the server for the user you are trying to passwordless login.
3- Voilá!

Just check the shared key ssh autentication on the openssh site.
It is easy.
PD: there are many pitfalls, and chmod 777 is not your friend here, since sshd tries to make sure nobody is doing nasty things.

Thank you for your feedback guys...

The following is what I got to achieve and this is what I did.

Task: sftp from a Solaris box to a Windows box with passwordless authentication.

What I have done.
On the Solaris box, I created a key using

ssh-keygen -t dsa -f newkey

Then I changed it to ssh2 version using

ssh-keygen -e -f newkey

This created a newkey and newkey.pub in my home directory.

I copied over the newkey.pub to ~/.ssh2/authorization file on my Windows box.
But, when I try to sftp, I get the following error message.

permission denied gssapi-keyex gssapi-with-mic publickey keyboard-interactive

So, where did I go wrong and what am I supposed to do?

Hope you're not trying sftp using a root a/c

Nope!!! I am not doing it as a root. I am using my username.

However, my username and password on my UNIX box is different from the username and password on Windows boxes.

Could that be the problem?

What sftp service are you running on the windows box? What version of windows are you talking about??