This post is older than a year. Consider some information might not be accurate anymore.
If you are “forced” to use Windows, Putty provides with PuTTYgen the possibility to create SSH keys. It can also convert existing keys from OpenSSH. The keys will be available to the Putty ssh agent - pageant.
To max security you can also use your gpg authentication key from your smartcard over SSH. You will need the patched pageant from Dr. Peter Koch.