first you need to download putty.exe and puttygen.exe
you can download both files from here: http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html
-start puttygen.exe and click generate
-move your mouse randomly until your key files are generated
-save your private key somewhere on your harddrive clicking "save private key"
-save your public key somewhere on your harddrive clicking "save public key"
-close puttygen and start putty.exe
-enter the ip address of the server
-choose connection type "ssh"
-go to connection -> ssh -> auth
-select your private key in the appropriate input file
-go back to session
-choose a name for this connection and type it into the input field below "saved sessions"
-click "save" to save the connection and its settings
if you now want to connect to server you have to select your connection and click "load" to load the settings.
then you can start the connection by clicking "open"