1. Generate a RSA key:
ssh-keygen -t rsa
2. cd into your .ssh directory and run the following command:
cat .ssh/id_rsa.pub | ssh user@remotehost 'cat - >> ~/.ssh/authorized_keys2'
If it complains about a missing .ssh directory on the remotehost, ssh to the machine (remotehost), and then ssh to another machine from remotehost. (This is a quick way to create that directory). Then rerun step 2 above.