Create the shared key with puttygen:
Press generate and move the mose when requested.
When finish, copy the text content of the window to a file, and save it in a safe place or save it clicking “save public key” or “save private key”.
Open putty.exe and in Connections >> SSH >> Auth, select private key file clicking in “Browse” and finding the key file saved previously.
or you can use pageant:
And add the key to manage diferent servers and keys automatically.