There seems to be a problem with SSH Keys for Linux on Windows.
As described here, Azure only accepts X509 Certificates for SSH.
If I follow the steps of the article, everything works except Putty.
Trying to import the X509 Private Key into Puttygen fails with the error message
"Couldn't load private key (unrecognized key type)".
OK, so I tried the other way round, lets export a new generated OpenSSH SSH2 Public Key, that should have the same encoding as X509, in Puttygen and convert it into a .cer with openSSL.
Although I'm able to reimport it into Puttygen, openssl and Windows Azure don't accept the generated key of Puttygen, I also tried Bitvise.
Because there seems to be no X509 SSH Client for Windows, the only option that works is SSH on Linux, but no working Windows versions.
But I'm wondering, which version of Putty or OpenSSL the Microsoft Team used for the article to work. My Puttygen version is 0.62 and openssl version is 1.0.1e 11 Feb 2013.
Here two samples of X509 and OpenSSH (of Puttygen):
X509 Public:
-----BEGIN CERTIFICATE-----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-----END CERTIFICATE-----
X509 Private:
-----BEGIN PRIVATE KEY-----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-----END PRIVATE KEY-----
OpenSSH SSH2 Public:
---- BEGIN SSH2 PUBLIC KEY ----
Comment: ""
AAAAB3NzaC1yc2EAAAABJQAAAQEAxEC5aeHrYU27/vT4uAsFimAkLlez0MT2QCtY
ntFoqErvamad5mVs5WEveRMvddJCErTCkkAfg7nMbZDRIYwBYBops0yGfz01Y1lh
i4aORL4PeNP8/c9ngvBf4Tbs8R9AkiAi+l/TOwCTsQD8G5s0c62D43bQhyiWbYBT
rX8bp+yeBsjf1Cl1yxUs7QmK0boMMtjH9ShnhKNlNhLf4nrxuQN2KMC05rhrLTb4
vFMypKLb/ZnYo2b48B5T3DOoODTUaMramOf8OWz+h4JEVEta/qXpfnVSBUpONRgu
PCEe026dF4IUsWxe5V7EuLTcrJJojmO2KNpXpW80BGVk0APBvw==
---- END SSH2 PUBLIC KEY ----
OpenSSH SSH2 Private:
-----BEGIN RSA PRIVATE KEY-----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-----END RSA PRIVATE KEY-----
Thanks