The Gnome Keyring stores passwords in an encrypted file that can be automatically unlocked when the user logs in. This guide will go through setting it up so that passwords for SSH keys are remembered.
To add your SSH key:
$ ssh-add ~/.ssh/id_dsa Enter passphrase for /home/mith/.ssh/id_dsa:
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!