Puttygen begin rsa private key

I have generated a key for an Ubuntu Virtual Machine running on Azure Cloud Services

openssl req -x509 -nodes -days 365 -newkey rsa:2048 -keyout myPrivateKey.key -out myCert.pem When loading the private key into Filezilla, it asks me to convert the format, however, when converting the key it fails, the same happens with puttygen from linux console, using this:

puttygen myPrivateKey.key -o myKey.ppk In both cases I have the following error:

puttygen: error loading `myPrivateKey.key': unrecognised key type By the way, this key doesn't have a passphrase.

I found an old thread about it, but I'm using 0.6.3 version which is newer than what this thread recommends:

I've managed to solve this issue by using another gui client Fugu for Mac, but one of my co-worker uses windows and I still have to figure this out.