You can just hit enter when creating your key and it asks for a passphrase. This isn't as secure. If anyone can read your private key or the .ppk file then they can gain access. The passphrase protects the client's private key.
A compromise in Linux is to use ssh-agent and ssh-add. This will allow you to enter the passphrase once in a session and not need to enter it again. You would use it like:
At this point you will be asked for the keyphrase. Now you can log in to the serer with ssh or use scp or sftp without needing the passphrase again.
The reason for using public key authentication is to be able to disable password authentication at the server. This will eliminate most attacks against ssh.
If you don't mind putting your server at risk, you could rerun ssh-keygen. "ssh-keygen -p -f /home/soltiss/.ssh/id_rsa". You will be prompted for the old passphrase. Next you will be prompted for the new one. Simply press enter to have a null passphrase.
You also need to configure /etc/ssh/sshd_config at the server to use public key authentiation.
Here are the non-blank or commented lines from my file. The instructions are given in the config file just above the "UsePam Yes" line.
Subsystem sftp /usr/lib64/ssh/sftp-server
AllowUsers firstname.lastname@example.org email@example.com
AcceptEnv LANG LC_CTYPE LC_NUMERIC LC_TIME LC_COLLATE LC_MONETARY LC_MESSAGES
AcceptEnv LC_PAPER LC_NAME LC_ADDRESS LC_TELEPHONE LC_MEASUREMENT
AcceptEnv LC_IDENTIFICATION LC_ALL