If you need a Putty ppk key on Linux when you don't have Windows installation, for example when using Windows application that requires ppk-key under Wine. You can use "puttygen" CLI tool in that case.
# apt-get install putty-tools
$ cd ~/.ssh/
$ puttygen id_dsa -o id_dsa.ppk
Make sure you've replaced the "id_dsa" with your private key filename.