As I'm keeping code for my diploma thesis in git and svn atm (various reasons, don't wonder) and I've got a few windows boxes, I've come to see that git+windows isn't always an easy task.
So that I shall forever remember what to do, here's it:
a) open up puttygen
b) import openssh private key
c) save as whatever (putty format)
d) open up putty
e) save a new session:
* gitosis@host.example.org
* port 22 or whatever
* Connection -> SSH -> Auth, select the converted putty key from c) or use pageant
* session name: gitosis_host or something
* important: save to registry, not to file
f) git clone gitosis_host:project.git