Ok, let me try it again.. =)
I have generated a RSA keypair and I have copied the key to .ssh/authorized_keys on my linux box. To connect to the server via putty I have to go to SSH/auth and input the path to my private key (on putty) everytime i close putty. Because the path are not saved.
Thats my problem..
Anyway, do you have a link to the app. you are using?