Clarification on what Jeff said.... Never connect the winch directly to a tree. Use a Tree Saver - which is the short strap that you will find in your winch kit (if you bought one). You put it around the tree and use a shackle to attach the two ends together and to attach the winch hook to the tree saver. Or use the shackle to attach the pulley to the tree saver and run the winch cable thru that.
If you run a winch cable around a tree it will cut thru the bark and into the cambrium (sp) layer and it will effectively girdle the tree and eventually kill it. It also gives bugs and disease an easy way to get into the heart of the tree too.
In a pinch you can use a 20-30 foot recovery strap as a tree saver by wrapping it around the tree a couple of times and then attaching the winch hook.