You have it backwards. You want to generate a key pair on your Mac and store the public key on your VPS in the file ~/.ssh/authorized_keys. I'm assuming the VPS uses OpenSSH; if not, you'll have to determine into which file your public key should go.
Ssh-keygen, by default, stores your generated keys in .ssh, and ssh will look there when you try to log into another system.
placebo3 - Thanks a million.
I got it to work perfectly!
Here are the steps I did in case any other newbies like myself need to know:
On local Mac:
ssh-keygen -t dsa
Generating public/private dsa key pair.
Enter file in which to save the key (/Users/username/.ssh/id_dsa): /Users/username/.ssh/id_dsa
Enter passphrase (empty for no passphrase):
Enter same passphrase again:
Your identification has been saved in /Users/username/.ssh/id_dsa.
Your public key has been saved in /Users/username/.ssh/id_dsa.pub.
The key fingerprint is:
xxxxxxxxxxxxxxxxxxxxxxxxxx [email protected]x
cp id_dsa.pub ~/Desktop/id_dsa.txt
Open this file in a text editor and copy the text.
In Web Host Manager, select Import key and paste in the new key.