1. ssh-keygen -t dsa
This will prompt you for a secret passphrase. If this is your primary identity key, make sure to use a good passphrase. If this works right you will get two files called id_dsa and id_dsa.pub in your .ssh dir. Note: it is possible to just press the enter key when prompted for a passphrase, which will make a key with no passphrase. This is a Bad Idea ™ for an identity key, so don't do it! See below for uses of keys without passphrases.
2. scp ~/.ssh/id_dsa.pub HOST/IP/CHANGEME:.ssh/authorized_keys2
Copy the id_dsa.pub file to the other host's .ssh dir with the name authorized_keys2.
3. ssh-agent sh -c 'ssh-add < /dev/null && bash'
4. SSH HOST/IP