You will need to convert that key using PuTTYgen (http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html) to a key usable by PuTTY.
The steps are:
- Download PuTTYgen.
- Load your key
- Save the private key
See https://unix.stackexchange.com/questions/74545/what-difference-between-openssh-key-and-putty-key