Here...
http://it.slashdot.org/story/15/05/19/1422241/trojanized-info-stealing-putty-version-lurking-online
http://it.slashdot.org/story/15/05/19/1422241/trojanized-info-stealing-putty-version-lurking-online
One of the best first steps in setting up a Windows machine is to install PuTTY on it, so you have a highly evolved secure shell at your command. An anonymous reader writes, though, with a note of caution if you're installing PuTTY from a source other than the project's own official page.
A malicious version with information-stealing abilities has been found in the wild. According to the article: Compiled from source, this malicious version is apparently capable of stealing the credentials needed to connect to those servers. "Data that is sent through SSH connections may be sensitive and is often considered a gold mine for a malicious actor. Attackers can ultimately use this sensitive information to get the highest level of privileges on a computer or server, (known as 'root' access) which can give them complete control over the targeted system," the researchers explained.
The Symantec report linked above also shows that (at least for this iteration) the malware version is easy to spot, by hitting the "About" information for the app.