Before generating a key pair using PuTTYgen, you need to select which type of key you need.
The current version of the SSH protocol, SSH-2, supports several different key types, although specific servers may not support all of them. PuTTYgen can generate:
PuTTYgen can also generate an RSA key suitable for use with the old SSH-1 protocol (which only supports RSA); for this, you need to select the ‘SSH-1 (RSA)’ option. Since the SSH-1 protocol is no longer considered secure, it's rare to need this option.