SSH: I have a *.pem private key. How to create a SSH connection using it?

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http://unix.stackexchange.com – I tried to use putty also. I select this pem key there and got this: Unable to use key file "key.pem" (not a private key). I read that it is possible to convert a pem to a pub key. I did it like there: Convert pem key to ssh-rsa format How can I convert a PEM key into a RSA key pair? But I got the same error when trying to connect. (HowTos)