fixed warning.

Author: Abdullah Bell

articles/bastion/bastion-connect-vm-ssh-linux.md

@@ -127,7 +127,8 @@ When connecting via the portal, select **Open in new browser tab** if desired, t
 
 **Available for:** Azure portal only. Not supported for native client or IP-based connections.
 
-The SSH private key must use the same format described in [SSH private key from local file](#tab/ssh-key-local).
+> [!NOTE]
+> The SSH private key must be in a format that begins with `"-----BEGIN RSA PRIVATE KEY-----"` and ends with `"-----END RSA PRIVATE KEY-----"`.
 
 To authenticate using a private key stored in Azure Key Vault, configure the following settings.