The only problem i can see with putty is there is a honey pot kinda thing that when connected to using putty, exploits a flaw in it. I think it then installs a back door or somethinge else, but it hasnt been that widely used too much and ive never seen much about so im gonna assume that its not that widely known. Sorry for the lack of information, i wasnt that interested in it when i read it.

This wont affect you if your using the latest putty, i heard they updated it to fix this problem.
The source for it all is on packetstorm just do a seach.