The SSH Cryptosystem
Subject:   Pass phrase prompt at each login
Date:   2003-05-27 14:48:14
From:   anonymous2
Response to: Pass phrase prompt at each login

That is probably because you used a passphrase when generating your key.
The purpose of the passphrase is so that if someone were to steal your identity key (by booting up on a recovery floppy e.g., and snagging your key) it wouldn't be of any use to them if they didnt know your passphrase too. This is what they call 2 tier authentication, both a key and a passphrase are required ...

If you remake your key without a passphrase then it should log your right in.
Of course, if the mafia or fbi steal your computer then they will be able to log right in also !