To generate an SSH key on Windows, download the PuTTY Key Generator (PuTTYgen) from http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html. After starting PuTTYgen you should first increase the default 1024 “Number of bits in a generated key” to 2048. 1024 is not considered very secure any more, also see http://en.wikipedia.org/wiki/Key_size. Click on *Generate *and move the mouse over the screen to generate some random data until the key is generated.
That’s all, the public key can now be copied into SSH’s authorized_keys file. You can also set a password for they key by entering the password into Key Passphrase and Confirm passphrase. To use the key in PuTTY, save the private key, open PuTTy and go to Connection > SSH > Auth and load the private key under Private key file for authentication.