sudo port install puttyor
brew install putty
This will also install puttygen. To get puttygen to output a .PEM file:
puttygen privatekey.ppk -O private-openssh -o privatekey.pem
Once you have the key, open a terminal window and:
ssh -i privatekey.pem user@my.server.com
The private key must have tight security settings otherwise SSH complains. Make sure only the user can read the key.
chmod go-rw privatekey.pem