Updated 13 Sep 04. Nevermind. phil_g's comment says it well. keychain is the way to go. I'll rewrite this when I have more time.
Some co-workers turned me on to GNU screen last year. It's a handy addition to my toolbox. It became most useful after I learned how to use it with SSH. The original URL that gave me the solution appears to be gone (a message in the now-defunct gnu-screen Yahoo group). So I thought I'd write this up and see how it fares when people google gnu screen ssh.
The solution I settled on is a nested invocation I learned from Jason White. I recommend you read my screenrc and my slave screenrc in another window and read along here for commentary. You run an "outer" screen session (the "slave" session) that in turn runs an "inner" (or "master") session. You use the regular escape sequence (Ctrl-A d) to detatch from the master, and you map Ctrl-^ to be the control key for the slave session. If you press Ctrl-^ while using screen this way, you'll see one process in the slave session. It's running ssh-agent. That's the key to using ssh with screen. The slave's only purpose is to run ssh-agent. The master runs as a child of that. Consequently, all shells in the master session are running under the ssh-agent. Just run ssh-add from any master shell, and then all shells have your ssh identity.
For more information about GNU screen, see GNU Screen: an introduction and beginner's tutorial or Power Sessions with Screen. For more information about SSH, see openssh.com.