Manual:
1. Open your private key in PuTTYGen and export it in OpenSSH format.
2. Goto PHPEd accounts, keys tab, create new SSH setting: enable "Public key(ssh2)" auth method and add your OpenSSH key to "Public identity files". Other empty, uncheck.
3. Create new SFTP or SSH account on Account tab. In options set your new SSH setting.
Enjoy.

THANK YOU THANK YOU THANK YOU!