I'm having trouble because I want to connect to my EC2 server through my new installation of Ubuntu 14.04 and I just can't.
I already downloaded the .pem key and added my server to the ~/.ssh/config file like so:
Host myhost HostName myhostdns User ubuntu IdentityFile ~/.ssh/mykey.pem Compression yes
I also found that the window changed from this:
I now I could use another client but I'm configuring this machine as simple as I can.