I would suggest using an FTP program that allows SFTP for transferring the...

I would suggest using an FTP program that allows SFTP for transferring the files between the computers. Filezilla is a good choice: http://filezilla-project.org/download.php?type=client

As for the authentication issue when connecting to sshkeychain.org, that warning is saying you don't have an authentication key on your machine, because you haven't connected to that host before. I wouldn't worry about security on that end but I would check the sshkeychain.org documentation to see what username and password they are looking for.

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