Very well done and easy to follow directions.

I had problems with the keys generated by putty for some unknown reason, possibly due to not adding the username, though I'm not sure.

Instead, I generated them on the server using ssh-keygen -t rsa then copied the .pub key over to authorized_keys2 and downloaded the private key to my local machine (being sure to remove the private key from the server for security purposes afterward). I then was able to import the private key into PuttyGen and save it out as a .ppk file and work with the rest of your instructions.