[NiLuJe]

@wings: I can't remember the state of the docs on that subject, but it's basically the same as on any other OpenSSH/Dropbear system, and there are a large amount of tutorials available on that subject (we might even have some tailored to the Kindle world in the Kindle Dev forum), the only difference is the location of the authorized_keys file (something that should be specified somewhere in the first post).

Granted, on Windows, you may have to jump through a bunch of extra hoops because of reasons (mostly, PuTTy using a different format for key pairs). Once that's taken care of, FileZilla handles PuTTY's ssh-agent (Pageant) transparently (and WinSCP might, too, can't remember).

Spoiler alert: if you have no other use for it, setting up an ssh-agent on Windows may be a tiny bit overkill, and/or more trouble than it's worth.
(Especially in this specific instance where you don't actually have to remember a password, since the ssh server is patched to let anything in).