-  WinSCP v4.1.7 build 413, PuTTY 0.60, 
 -  PuTTY and WinSCP installed separately from installers
 -  SFTP, SCP fallback
 -  where is the log? 
 -  no session
 -  no sessions at all 
 -  yes
 -  installed from PuTTY installer, what do you mean by stand-alone app?
 -  Windows XP SP2
 
What happens is that when I press `Open PuTTY session` button the PuTTY configuration window appears. Then I have to put in the server name again and press 
Open button. On user prompt I put username, then the password is submitted automatically.
Ps. Thanx for the interest. Hope for help.