Seem to have solved this. Under some *NIX system (Linux or, as in my case, FreeBSD) change directory to where the private key is. Lets say it is named "private.key".
(Don't copy-paste it, I had to change one symbol because keygеn is a forbidden word at this forum, as it says, and I could not post it.)
It is basically for changing the password for the private key.
It asks now for the filename, enter: private.key
Then it asks for the current password, enter it
Then it asks for the new password twice, you can enter something new or just the same one.
It will re-write the file private.key but now it is coded with AES-128-CBC which PUTTY DOES understand! Now it can be imported by puttygen.
This way I solved the problem with the key coded with DES-EDE3-CFB which nothing could understand except one non-freeware program!