I had hit "Yes" the first time I connected using Putty.
The server's host key is not cached in the registry. You have no guarantee that the server is the computer you think it is: The servers rsa2 key finger print is ssh-rsa 1024 ............................ If you trust this host, hit Yes to add the key to Putty's cache and carry on connecting. If you want to crry on connecting just once, without adding the key to the cache, hit No. If you do not trust this host, hit Cancle to abandon the connection