Convert SSH keypairs generated using PuttyGen into key-pairs used by ssh-agent

1.     Open PuttyGen
   
2.     Click Load
   
3.     Load your private key
   
4.     Go to Conversions->Export OpenSSH and export your private key
   
5.     Copy your private key to ~/.ssh/id_rsa
   
6.     Create the RFC 4716 version of the public key using ssh-keygen
   
       ssh-keygen -e -f ~/.ssh/id_rsa > ~/.ssh/id_rsa_pub.tmp
   
7.     Convert the RFC 4716 version of the public key to the OpenSSH format:
   
       ssh-keygen -i -f ~/.ssh/id_rsa_pub.tmp > ~/.ssh/id_rsa.pub

Above steps also work to use your ppk file with Cygwin password-less login.