How do i make a VNC connection via. a Putty SSH Tunnel to CentOS?

I'm trying to create a VNC connection from a Windows 7 client to a CentOS 5.x

The connection is closed immediately when i create the connection.

I have followed these instructions.

http://wiki.centos.org/HowTos/VNC-Server

In the Puty configutration i have tried with source 5801, target url:5801

and source 5901, target url:5901

Connection directly to the server works but then the connection is not secure. But it proves that there is no firewall or other network issues.

TightVNC quits with "Connection has been gracefully closed"

RealVNC says "The connection closed unexpectedly"

Do i need to install the TightVNC server in order to use the TightVNC client?