How to use JSCh for file transfer and download?

I trying to use JSCH SFTP for transferring file from remote client to local host and vice versa.  My problem is even after creating private key for the client using ssh-keygen -C "user@hostID" -t rsa, and adding   jsch.addIdentity(privateKey, passphrase), during connection it show warning like :-

"The authenticity of host 'hostID' can't be established.
RSA key fingerprint is xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx:xx.
Are you sure you want to continue connecting?".


I know that including a statement "config.put("StrictHostKeyChecking", "no");" will not show this warning but it may not be the best practice in terms of security.

I'm using the following code as my reference:-

http://www.jcraft.com/jsch/examples/Sftp.java.html
spectrumsofttechAsked:
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CEHJCommented:
That should only happen when connecting to the host for the first time usually. See http://en.wikibooks.org/wiki/OpenSSH/Utilities for good practice on that warning
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CEHJCommented:
:)
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