Let me see if I understand correctly - First I create a private key under Windows using Puttygen and after I copy this private key to the Ubuntu machine I use again Puttygen to generate the private and public keys out of the private keys I created earlier with PuttyGen under Windows.
Are you sure that is the way, cause that's how you explained it. The program for generating keys under windows is Puttygen and it can create either a private or public keys or both.
You NEVER move a private key to another machine. You also generate keys only ONCE, and only on CLIENT machine.
1) Create a KEY PAIR using putty on your client machine
2) Copy the PUBLIC KEY to the Ubuntu machine
3) Convert the PUBLIC KEY on the Ubuntu machine into OPENSSH FORMAT
4) Append the OPENSSH PUBLIC KEY to the authorized_keys file in the ~/.ssh/ directory
Step 1) is done on the client machine, step 2) is sorta inbetween and 3) and 4) are done on the host machine.