Access denied usually comes from having a bad username/passphrase combination. Are you logging in with the username "root", and using the correct passphrase for your private key?
Another thing to check is the key size. By default, PuttyGen uses 1024 for the key size. You need to change this to 2048 when you create the key.
If possible, screenshot the error and post it here as well, the phrasing in it might be really helpful.