When everybody on the Internet can attempt to log into your server, it's important to make sure that it's secure. Rather than use passwords to log into your EC2 server, Amazon use cryptographic keys to secure login to your server.
You'll need to perform this step once before you can deploy your Neo4j server.
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Load the Key Pairs page of the AWS console, and log in if you have to.
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Click the Create Key Pair button
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Fill in the Key Pair Name button. We suggest you call it 'NEO4J'. You should see a dialog box like this:
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Your browser should have downloaded a file with the '.pem' extension. Look after that file. It's the only way that you'll be able to access your new Neo4j server later, for doing any administration.