Ok, I think, I figured it out.
First, after watching Ben’s Video, many times. I noticed @ 2:22, when Ben Copied & Pasted his Key from PuttyGen to OpenSSH. There were Quotes at each end of the Key and inside the Square Brackets. So I added Quotes to My Key, and that changed the button, from Grey to Blue, which let me save the Option. But, even with the NEW PuttyGen Key, properly formatted. I still could not login in, an error box would pop up, stating, “Connection Refused”
After doing some more reading about Putty and PuttyGen. I loaded my Original Key file, into PuttyGen, which re-generated the original Key rhat I copied into OpenSSH. I still had to add the Quotes, but I can once again, use Putty to access Hassio… 
For all the Noobs, The “TAKE AWAY” from all of this, PuttyGen Key, is saved to the registry of the computer that Putty is on, after the first use. So you can not generate and use a New Key, so make sure you backup your originsl Key.
Can someone with more experience, confirm this last part, for me