SFTP
----- BEGIN RSA PRIVATE KEY -----
File Should be Unencrypted
If the file is encrypted (there will be some extra lines and the word "ENCRYPTED" will be visible), you can use OpenSSL to decrypt it (you will be prompt for the password):
openssl rsa -in [ENCRYPTED_KEY] -out [UNENCRYPTED_KEY]
OpenSSH to RSA
Newer version for OpenSSH will create a different format (OpenSSH Key), which we're not currently supporting, you will need to transform it to a "PEM" file (this will overwrite the file, so make a copy):
ssh-keygen -p -f [UNENCRYPTED_OPENSSH_KEY] -m PEM -N ""
Putty (PPK) to RSA (Windows)
If you're using PPK, you will need to transform it to an RSA Key (PEM). You can use Puttygen, load the key and select "Conversions" and then "Export OpenSSH key":