Here is the recipe if you need to run ssh-agent when you log in. First, create a start-up script $HOME/.kde4/env/start-ssh-agent.sh
#!/bin/sh eval `/usr/bin/ssh-agent`
To make sure the agent is killed when you log out, you need a script $HOME/.kde4/shutdown/kill-ssh-agent.sh
#!/bin/sh /usr/bin/ssh-agent -k
Tested with KDE 4.7 on openSUSE 11.4.
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