accessing Linux virtual machine via SSH key

Hi,

I created a virtual machine from Ubuntu Server image provided by the site. I uploaded SSH key file for authentication. I have both private and public key that I created from Linux machine but I don't know how to log on. I tried what has been described on this page http://azure.microsoft.com/en-us/documentation/articles/virtual-machines-linux-use-ssh-key/

When I try to log in with PuTTy with the private key I created from linux I get the result

I tried to change my private key into ppk file but I get an error 

>putty could not load private key (unrecognized file type)

Please help