I'm following this tutorial:
http://www.codeproject.com/Tips/600050/Raspberry-Pi-SSH-Public-Key-Authentication

but I'm generating the keys directly on my raspberry. So this is exactly what I did:

start a fresh raspibian image

    ssh-keygen -t rsa -C "my_name"
Saved at default folder `/home/pi/.ssh`

Copied the public key id_rsa.pub to `/home/pi/.ssh/authorized_keys`
using the command:

    cd /home/pi/.ssh
    mkdir authorized_keys
    cp id_rsa.pub authorized_keys/
so then I've gone to authorized_keys with 

    cp authorized_keys
and there was my public key in the format 

    ssh-rsa big_string_here my_name

then I copied the private key to my pen drive using

    cp id_rsa /media/PENDRIVE

Opened puttygen, gone to Conversions, imported the key from my pen drive, saved the private key also in my pen drive, then opened Putty and started a connection to my raspberry pi. It asks me to type the usser I want to connect, I type `pi` and then the terminal writes this:

> "server refused our key"


And gives the error:

> Disconnected: No supported authentication methos available (server sent: public key)

I've already formated my pi 3 times and tried this with a fresh installation, but I'm getting these errors.

Could someone help me?


UPDATE:
    
When I try to log from the same raspberry pi, it says: Permission denied (public key).
When I see the permissions of the file "id_rsa.pub" inside authorized_keys I get:

    -rw-r--r-- 1 root root 387 Fevb 16 14:06 id_rsa.pub
    
is everything alright?


Update 2:
   
It looks like that authorized_keys is a file not a directory. 
So I changed it to a file and now there are the permissions:

    
    -rw------- 1 root root 387 Apr 25 18:44 authorized_keys
    -rw------- 1 pi pi 1766 ... id_rsa
    -rw-r--r-- 1 root root 387 ... ida_rsa.pub
    
I think authorized_keys must be owned by pi, also?

UPDATE 3:

Changed group and user to pi and it worked. Thank you all.