ssh-keygen command not found when setting up Git on Windows

The tutorial on GitHub is wrong. The correct one is ssh-keygen -t rsa -C

I also had this problem.

it would appear that you don't have ssh installed on your computer. you will need an ssh client, since it appears you on using windows you can use http://cygwin.com/ and it will come with one, I don't know about a portable version of ssh, though..