I've got a windows 7 box. I've downloaded puTTY and puttygen. For some reason I cannot convert my private_key.PEM file to PPK format as needed by puTTY. When I try to Do Conversions->Import Key on the PEM file in putty gen, I get an "unexpected end of file" error.

Can anyone tell me how to fix this issue?

What ssh server are you running on your Linux box that uses .pem files? I am only familiar with those for installing SSL certs for web servers, not for individual pubkey ssh access. For example, using OpenSSH, my private key is in id_dsa and my public key is in id_dsa.pub. Those import into Putty just fine. Using Tectia SSH, I have such things as id_dsa_2048_a and id_dsa_2048_a.pub, but I think I might have named those files manually at some time in the past. I use Tectia SSH server on some servers, but to be honest I haven't set it up for many years and what I'm running now I've somewhat forgotten how I set it up. I like OpenSSH more than Tectia, but Tectia is common also - you just have to pay for it. I remember having to convert OpenSSH keys to Tectia format though. Just like you are trying to do with Putty. But those .pem files you speak of are just containers for certs as far as I know. I have not used them in conjunction with standard SSH access before.

The linux box seems fine -- I can use my ubuntu workstation and connect using ssh from the command line just fine:
The question is I think more about puttygen than anything else. What is wrong with the file such that puttygen cannot import it and convert it to ppk format? Is it that each line is terminated \r\n rather than just \n?

Alternatively, might there be some way to convert the pem file to PPK using my linux workstation?