The required steps to create your own little putty heaven especially for multiple hosts.
Download PuTTY (you probably already have that), Pageant (the tool we are going to use) and PuTTYgen (to create or convert your keys).
I'm assuming that you don't have any keys yet.
To create keys follow the steps in the brilliant PuTTY manual.
A nice solution for users who select their putty host by hand is:
C:\putty\pageant.exe "C:\PATHTOYOURKEY.ppk" -c C:\putty\putty.exe
THE thing that really makes this nice is a couple of shortcuts to your favorite hosts where the command looks like this:
C:\putty\pageant.exe "C:\PATHTOYOURKEY.ppk" -c C:\putty\putty.exe -load PROFILENAME
Yay!