I'm using SourceTree, the stable release launched yesterday, on my Windows 7 laptop.
I generated the SSH keys using the Putty Key Generator in SourceTree, and saved them to my disk using the "Save public key" and "Save private key" options, as shown below:

Then I closed the window, and tried to import the private *.ppk key from Tools > Launch SSH Agent (Pageant) and selecting the private file. That's where the problem is. It doesn't accept the private key file:

That's the error I get. I am not sure why it's unable to open the private key file. Any idea as to what I could be doing wrong here?