I wish I had known about this project sooner.... this along with puttycyg are two tools that are literally saving my life. Thanks :)
Follow the instructions in INSTALL, then edit your startup file appropriately... this ought to be included in the docs or in an installer script.
Contents of my ~/.zshenv file are:
if [[ -z $SSH_PAGEANT_PID ]]; then
eval $(ssh-pageant)
fi