I have a private key which looks like this:
-----BEGIN RSA PRIVATE KEY----- Some private key data -----END RSA PRIVA
Though an older post I though I'd glue my own answer to this question as I bumped into the same challenge earlier this year. I wrote a library for the handling of PEM keys, encryption, decryption, signing and signature verification. There's an complete example solution attached to it (Load-Encrypt-Decrypt-Save), so you should be able to be up running in no-time.
https://github.com/jrnker/CSharp-easy-RSA-PEM
Cheers, Christoffer