chucheng@ubuntuVM:~$ ssh-add
Could not open a connection to your authentication agent.
Here is the solution:
exec ssh-agent bash
Don't know why, but it just works :)
Results:
chucheng@ubuntuVM:~$ ssh-add
Enter passphrase for /home/chucheng/.ssh/id_rsa:
Identity added: /home/chucheng/.ssh/id_rsa (/home/chucheng/.ssh/id_rsa)