• Install Putty.
• Generate a SSH2 public key or import your existing key to Putty (there's a lot of HowTos in the Web) (usually your key needs to be OpenSSH compatible).
• If you generated a key, export the public part in OpenSSH's format and have it integrated in the server's ~/.ssh/authorized_keys
• Double klick your private key, i.e. the *.ppk file, this starts pageant and load your int pageant's memory.
• Use putty to open an SSH2 connection to connect to the server. This should work without password interaction, but you may be asked to accept (and save) the server's public key.
• Most SSH aware tools for Windows can use either the key or pageant

From: IBCL BLog.
Originally posted: 2010-07-23