Although not ideal from time to time it is required to store SSH keys (PEM files) locally on your machine. If you do this you should password protect those files.
Table of contents:
Password Protecting the SSH Key
i This process presumes that your keys are stored under c:\users\username\.ssh
From the command line run the following command:
ssh-keygen -p -f .ssh/name_of_file
You will then be asked to enter passphrase. Enter a strong passphrase and store it in your password vault.
Now when you use the key you will be asked to provide a passphrase for the key.
Using the Key
Example:
ssh -i .\Example_Key.pem user_name@server_name