And you want to do this for added SSH security or just to save typing a password?
You really should use certificate authentication for SSH whenever possible and even then, still use a pass phrase to secure the key. For ultimate security disable direct root access and use su (requiring yet another pass phrase

) to gain root privileges.
Not sure there is a way to save the pass phrase for a key and have that auto log-on in puTTY, probably as its a bad security model! If you can cope with the typing of passwords, there are plenty of guides to achieving tighter SSH security and/or I can post a guide to doing it.