According to http://www.cyberciti.biz/tips/putty-session.html, one can export putty setups from windows registry to a file saved in Dropbox:
regedit /e "%userprofile%\Dropbox\putty-registry.reg" HKEY_CURRENT_USER\Software\Simontatham
Double click that file in the Dropbox fold in another machine and done! One can also export individual session manually in regedit.
Install the newest putty, make sure “Store and display recently opened items in the Start menu and the taskbar” is enabled, and then Win+Alt+Num.
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