Nevermind. I figured it out by RTFM. Putty has a side program that will do this. Anyone who is interested should check out Public Keys With Putty. Also, the PUTTY docs hint to a possible weakness in the DSA key for use with the SSH-2 protocol and recommends using RSA for SSH-2 instead so I modified your how-to to do that. Its all the same steps except for a different argument when you generate the key-pairs and of course point all of the other steps to the correct RSA keys.

The changed line in the howto at the start is

ssh-keygen -t dsa
changed to:

ssh-keygen -t rsa
Make sure you change all the subsequent lines to point to the RSA files and not a DSA file.

Thanks again for a great tutorial.