In order to login to AURO instances with putty, the key file you initially downloaded which is in the .pem file format will need to be updated to the .ppk format. Putty only supports .ppk for SSH key authentication.
You can download puttygen here: (http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html) and clicking one of the download links for "PuTTYgen".
Open puttygen, and click on "Load" to load up your private key. Once loaded, click on "Save private key" which will save this as a .ppk file.
Now open up putty, add the server floating IP, and on the lefthand menu, navigate to SSH, click on the + and navigate to "Auth"
Add the .ppk file in the field by clicking on "browse" and you can now click "Open" to login to the server.
You can now login to the server with putty using the .ppk file, and if you create more instances using that key this conversion is no longer necessary as long as you keep your .ppk file.