As I recall, PuTTY uses a different format for keys.. does ".ppk" sound familiar?
Well, you'll need to convert that key to the format used by OpenSSH.. and here's what I've found.
http://www.leadingedgescripts.co.uk/...-an-apple-mac/
It looks pretty strait forward, obtain the puttygen program.. convert the key.. copy it over to the mac. (With safe permissions.)
Hope that helps.