Fugu is a Mac OS X SFTP, SCP and SSH Frontend.

As EC2 uses public key encryption with no passwords, for all SSH connections your public key PEM file has to be passed over in the connection parameters; otherwise connection is refused.

So to connect to your EC2 cloud server with FUGU, in the connect screen expand the advanced options pane, and in the Options box add the following:

-oIdentityFile=/PATH_TO_YOUR/ec2-keypair.pem

Here is a screenshot on how I connect to my personal domain rusama.net