first, this is a security issue.

Here is a nice review article:

http://www.symantec.com/connect/articles/ssh-host-key-protection

Basically ssh servers (openssh-server) use keys to identify themselves and prevent others from mimicking them. A "man in the middle" might, for example, capture your user name and password.

You can fix it via several methods, I prefer

ssh-keygen -R server

Before you do that, however, you should check with the server sys admin to see if the (server) keys were changed.

For your scp error, you need to use the full path. My guess would be:

scp myfile user@server:/home/user_name/Folder