PuTTY supports a variety of SSH-2 key exchange methods, and allows you to choose which one you prefer to use; configuration is similar to cipher selection (see section 4.18.5).
PuTTY currently supports the following varieties of Diffie-Hellman key exchange:
In addition, PuTTY supports RSA key exchange, which requires much less computational effort on the part of the client, and somewhat less on the part of the server, than Diffie-Hellman key exchange.
If the first algorithm PuTTY finds is below the ‘warn below here’ line, you will see a warning box when you make the connection, similar to that for cipher selection (see section 4.18.5).