I think what TCSgrad was trying to ask (a few years ago) was how to make Linux behave like his Windows machine does. That is, there is an agent (pageant) which holds a decrypted copy of a private key so that the passphrase only needs to be put in once. Then, the ssh client, putty, can log in to machines where his public key is listed as "authorized" without a password prompt.
The analog for this is that Linux, acting as an ssh client, has an agent holding a decrypted private key so that when TCSgrad types "ssh host" the ssh command will get his private key and go without being prompted for a password. host would, of course, have to be holding the public key in ~/.ssh/authorized_keys.
The Linux analog to this scenario is accomplished using ssh-agent (the pageant analog) and ssh-add (the analog to adding a private key to pageant).
The method that worked for me was to use:
$ ssh-agent $SHELL
That $SHELL was the magic trick I needed to make the agent run and stay running. I found that somewhere on the 'net and it ended a few hours of beating my head against the wall.
Now we have the analog of pageant running, an agent with no keys loaded.
Typing
$ ssh-add
by itself will add (by default) the private keys listed in the default identity files in ~/.ssh .
A web article with a lot more details can be found here