SOLVED
I used PuTTYgen to generate the key.
I then highlighted using the mouse, the information contained within the box under the heading "Public key for pasting into OpenSSH authorized_keys file:" and copied to clipboard.
I then pasted this information into a text file, and named it accordingly but didn't change the extension.
I used the "Save private key" button to save the private key portion. (I chose not to use a passphrase.)
I then used PSftp to up load it to the home folder of the user account concerned.
From here, I followed the instructions on the Linode site.
To login;
In my puTTY client, on the Category/Connection/SSH/Auth frame, I clicked the browse button and selected the .ppk file that I had saved above and proceeded to login with the user account I was setting up.
After being prompted for "login as:", I typed the username, pressed ENTER and was presented with the message "Authenticating with public key "rsa-key-20120707". Whereby the command prompt appeared and I was in.

Cheers,
Nap