I am using PuTTY to connect over SSH to an Ubuntu server from my Windows 7 workstation. Once connected I am using the Vim installation from the Ubuntu server to edit files. I want the cursor to change when I go into and out of insert mode. Part of my .vimrc file is like this but it is not changing the cursor:

if &term =~ "xterm"
    echo "xTerm!!inate!"
    let &t_SI = "\<Esc>]12;purple\x7"
    let &t_EI = "\<Esc>]12;blue\x7"
endif

I know that the if statement is executing because of the echo.

EDIT: Actually I would prefer to change the cursor to be a vertical line like you can in the PuTTY settings rather than change the color, or maybe even do both. But just changing the color would be a lot better than nothing. Also I am willing to change terminals if there is another Windows 7 Professionsal 64 bit compatible terminal that can do this (preferably something free). Maybe Poderosa can do this?