The GNOME Keyring stores passwords in an encrypted file that can be accessed by applications.
To add your SSH key:
$ ssh-add ~/.ssh/id_dsa Enter passphrase for /home/mith/.ssh/id_dsa:
To list automatically loaded keys:
$ ssh-add -L
To disable all keys;
$ ssh-add -D
Now when you connect to a server, the key will be found and a dialog will popup asking you for the passphrase. It has an option to automatically unlock the key when you login. If you check this you won't need to enter your passphrase again!
Unlock at Startup
GNOME's login manager (gdm) will automatically unlock the keyring once you login, for others it isn't so easy.