If you need to do this from PowerShell in windows use:
ssh-keygen -f $Name -t rsa -N '""'
note you also have to ensure the git bin directory is in your path:
$sshPath = "\git\bin\"
$env:path += ";$sshPath"
Then to use it in PoshGit it's just:
Add-SshKey "\.shh\KeyFilename"