Well, after reading more mails and POSTs about the question. I'll try to write step by step the solution of adding the keys (it's written as a FAQ,
http://pandora.sourceforge.net/en/print.php?sec=docs/faq_answers#q23 but it looks like nobody read it!)
- First, use puttygen.exe (available at the .\util folder of your pandora_agent_for_windows directory)
- Generate keys, SSH-2_DSA:

- Press Generate :-D
- Export key to OpenSSH key (Cygwin uses a port of OpenSSH):

- We have no chosen password, so press YES:

- Save it as c:\pandora_agent\keys\id_dsa:

- Now let's copy the public key to clipboard:

- and paste it as c:\pandora_agent\keys\id_dsa.pub, after that we'll copy add it at the /home/pandora/.ssh/authorized_keys file:

[code:1]
cat /c/pandora_agent/keys/id_dsa.pub > /home/pandora/.ssh/authorized_keys
[/code]
Please, review permissions, at the end, you should have:
[code:1]
drwx------+ pandora mkpasswd .ssh
-rw------- pandora mkpasswd authorized_keys
[/code]
NOTEThe private key, should be something like:
[code:1]-----BEGIN DSA PRIVATE KEY-----
MIIBugIBAAKBgQDTFcDxg.....
......
-----END DSA PRIVATE KEY-----
[/code]
and public key something like
[code:1]ssh-dss AAAAB3NzaC1k.........
[/code]
Raúl