Hi Lucy,
PuTTy is a Windows/Unix client only, so it won't run in the Mac OS.
You can run it on your MBP via windows. To run Windows applications on your Mac, you need to use Boot Camp (Apple's solution that allows you to boot your MBP into Windows) or a virtualization solution. See Kappy's response in
this thread for a complete list of your options. You might try CrossOver first, as that's free.
You can also run it as an X11 app. From the PuTTy FAQ: "The Unix/Gtk port is already fully working under Mac OS X as an X11 application." X11 is an optional install from your original Mac installation DVDs. You can learn more about X11
here.
You can download PuTTy (Windows/Unix)
here.
Hope this helps...