And the exact same script runs fine on linux ? If so, then I guess the problem is either the fact that you're using perl 5.6 or the fact that you're using Windows. Afaik, I don't have any access to a secure shell server, so I'm unable to personally test things properly.
One thing you could try is to grab the Net-SSH2-0.09 test script from cpan (
http://search.cpan.org/src/DBROBINS/Net-SSH2-0.09/t/Net-SSH2.t) and give it a run. The first 11 tests should pass ... beyond that I don't really know. Perhaps it might help. But I think the best thing to do would be to update your Windows to perl 5.8.8 and try out Net-SSH2 on that.
If you haven't already, check the Net::SSH::Channel documentation - there might be something in there that helps.
Cheers,
Rob
Update: And how about the example script at
http://search.cpan.org/src/DBROBINS/Net-SSH2-0.09/example/read.pl ... does it work for you ?