Take the 2-minute tour ×  In Windows 7 Home Premium, after
saving a private key in PuTTY Key Generator (aka. Puttygen) at
the C drive root it is not visible in Explorer.  How to
reproduce:    1. Start Puttygen.   2. Generate a key.   3. Click
"Save private key" (this also works for "Save public key", but I
only tested the original case with that).   4. Navigate to C:.
5. Enter a name, for example id_rsa, to save the file as
C:\id_rsa.ppk.   6. Start Explorer.   7. Navigate to C:.
Result: No id_rsa.ppk is visible.  To prove that the file
exists:    1. Go back to Puttygen.   2. Click the "Save private
key" button again.   3. Navigate to C:.  In this window, you can
interact with the file. I checked the file properties from
there:    • It's not hidden.   • "Full control" is checked for
my user.   • "Opens with" strangely says "Windows Shell Common
Dll".  Additional information:    • I installed Windows
yesterday, so it's not some Sony-infested monstrosity.   • It's
got all the latest security updates and .NET