I've generated key pairs using PuttyGen, but they are not compatible with OpenSSH. How do I use these keys with OpenSSH?

Well, PuttyGen supports exporting to an OpenSSH compatible format.

[codesyntax lang="bash"]

Open PuttyGen
Click Load
Load your private key
Go to Conversions->Export OpenSSH
Save the new OpenSSH key when prompted.

[/codesyntax]