Expect remembers what it has seen. I highly recommend reading the "Exploring Expect" book.
Something like this (untested) should help:
spawn plink.exe -ssh myserver
expect "password: "
.l1 insert 1.0 $expect_out(buffer)
exp_send "password\r"
expect "my_shell_prompt$ "
.l1 insert end $expect_out(buffer)
... etc