One for the X forwarding geeks

Here's a little problem I have at work. My normal operating environment there is Cygwin running X-Window. From time to time I open a terminal on another machine using (an menu option bound to) xterm -e 'ssh -X <hostname>'. For several minutes X forwarding works nicely, but then any attempt to open a new window from the remote machine results in "Can't connect to X11 window server using 'localhost:10.0' as the value of the DISPLAY variable." Existing windows opened from the remote machine are unaffected, and new windows can still be opened from a new SSH session, so the problem is workable round, but it's annoying.

Has anyone here come across anything like this before?