MacFusion is a free OSX app for mounting FTP and SFTP (SSH) drives into mac finder. Usually you use a user/password combination for authentification but if you want mount an amazon ec2 instance you have to use the pem-file you get here.
First copy the pem file to the hidden .ssh folder and add the content of the pem-file to your keychain:
cp mypemfile.pem ~/.ssh ssh-add -K ~/.ssh/mypemfile.pem
Next open the ssh-config file (usually its empty) …
… and add the config for you instance:
Host public-ec2-dns.compute.amazonaws.com HostName public-ec2-dns.compute.amazonaws.com User root IdentityFile ~/.ssh/mypemfile.pem