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I'm interested in setting up some basic security on an ubuntu 16.4 vps that I'm working on. I'm reading through https://www.codelitt.com/blog/my-first-10-minutes-on-a-server-primer-for-securing-ubuntu/ and http://plusbryan.com/my-first-5-minutes-on-a-server-or-essential-security-for-linux-servers.

One of the recommendations is to use ssh keys, instead of passwords. I already have a public key on my server at ~/.ssh/authorized_keys. I'm now trying to set up winscp (a windows client) with a path to my local private key. But when I do this I see the message in the screenshot. I'm concerned that If I convert the file it will no longer work with the public key on the server. Will this be a problem?

user1592380
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Your private key format can't affect your public key on server. You could have one keys in two formats: one for putty, second for OpenSSH and both will work with your public key on your server.

Alexander Tolkachev
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    Clarification - not two keys but a single key in two different formats. One format should be converted from another, not generated again. – AlexD May 21 '17 at 16:26