This is what I did:
cd ~
touch .bashrc
notepad .bashrc
and the content of my .bashrc is (found on the web somewhere):
SSH_E
The simplest mechanism on Windows is the one from here http://anterence.blogspot.co.uk/2012/01/ssh-agent-in-msysgit.html
Modified to show key names other than 'id_rsa', the .bashrc file looks like this:
#! /bin/bash
eval `ssh-agent -s`
ssh-add ~/.ssh/github_rsa
ssh-add ~/.ssh/otherkey_rsa
You are prompted for the passphrase for each key in turn, but only the first time after a machine start.