The required steps to create your own little putty heaven especially for multiple hosts.
I'm assuming that you don't have any keys yet.
To create keys follow the steps in the brilliant PuTTY manual.
A nice solution for users who select their putty host by hand is:
C:\putty\pageant.exe "C:\PATHTOYOURKEY.ppk" -c C:\putty\putty.exe
THE thing that really makes this nice is a couple of shortcuts to your favorite hosts where the command looks like this:
C:\putty\pageant.exe "C:\PATHTOYOURKEY.ppk" -c C:\putty\putty.exe -load PROFILENAME