Out of curiosity, I also tried getting the private key generated in cPanel at my hosting provider to work with WinSCP. I realize that cPanel does not create SSH keys in the .ppk format that WinSCP wants, so they must be converted using PuTTYgen.
1) What file extension should I save the private key from cPanel using? .pem? .txt? Does this even matter?
2) When I try to import my cPanel private key into PuTTYgen, why does it say, "Enter a passphrase for key"?
Whatever I enter here, including leaving the "passphrase" field blank, is rejected when I try to import my private key from cPanel!