Putty is a simple but strong (and even free) terminal to connect to remote machines. But the settings in windows are stored in the registry (i.e. HKU\Software\SimonTatham\PuTTY\Sessions). There was a guy who made the script to transfer the configuration to linux! Here are the steps to follow:

1) Backup your PuTTY sessions at the *.reg type to somewhere.

C:\ regedit /e "%userprofile%\desktop\putty-sessions.reg"

2) Download and install your PuTTY in your box: http://www.chiark.greenend.org.uk/~sgtatham/putty/download.html 

# wget http://the.earth.li/~sgtatham/putty/latest/putty-0.63.tar.gz
# tar zxvf putty-0.63.tar.gz 
# cd putty-0.63/
# ./configure
# make; make install

3) Download the script (i.e pwin2lin.pl) from here: https://pwin2lin.googlecode.com

# wget https://pwin2lin.googlecode.com/files/pwin2lin.pl

4) Make sure you have the following directory: ~/.putty/sessions

5) Execute the script and enjoy!

# perl pwin2lin.pl ./putty-sessions.reg ~/.putty
# ls -l ~/.putty/sessions/
total 72
-rw-r--r-- 1 root root 4237 Jul  5 11:32 G*****Started
-rw-r--r-- 1 root root 4230 Jul  5 11:32 K***
-rw-r--r-- 1 root root 4210 Jul  5 11:32 **-NAS
-rw-r--r-- 1 root root 4269 Jul  5 11:32 ***Server
-rw-r--r-- 1 root root 4220 Jul  5 11:32 n***a
-rw-r--r-- 1 root root 4224 Jul  5 11:32 ***ws1
-rw-r--r-- 1 root root 4265 Jul  5 11:32 ***ws1-linux
-rw-r--r-- 1 root root 4210 Jul  5 11:32 R***
-rw-r--r-- 1 root root 4225 Jul  5 11:32 ***S
# putty&

(Reference) http://mdinh.wordpress.com/2013/06/07/migrating-windows-putty-registry-to-linux/