If you are:
1) using gnome, and
2) the ssh passphrase is the same as your system password, and
3) your private key is in ~/.ssh/id_rsa (or ~/.ssh/id_dsa)
then it's my experience that the key gets loaded automagically
If any of the above is different, it might need some tweaking. If the passphrase differs from your system password, though, it will never work, because how secure is it to store the passphrase on the same system as the key itself, so you'll have to enter it at each logon.
Chances are that the ssh-agent (your first command) gets loaded anyway btw
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