Export and Import Putty Session Data

The post above provides teh info how you can do it, however the best way seems to be a short command found in comments to the original post.
On source computer run:
regedit /e "%userprofile%\desktop\putty.reg" HKEY_CURRENT_USER\Software\Simontatham

It will create 'putty.reg' file on your Desktop.
Copy it to the destination computer, right-click and select "Merge".
It will import all putty registry data to the new machine.

Worked for me like a charm.