Here is the default output for Windows 7.
c:\test\app>ssh-keygen -t rsaGenerating public/private rsa key pair.Enter file in which to save the key (//.ssh/id_rsa):Could not create directory '//.ssh'.Enter passphrase (empty for no passphrase):Enter same passphrase again:open //.ssh/id_rsa failed: No such host or network path.Saving the key failed: //.ssh/id_rsa.
Instead of command prompt git is to be used as per http://help.github.com/win-set-up-git/ ??