Are you receiving a PuTTY Security Alert when connecting to certain devices via Secure Gateway? Are you getting annoyed by having to accept the same host key again and again? If that is the case, here is the solution for you.

When you connect and get the dialog with the key warning, if you press CTRL-C, you can copy the text of the box to the clipboard. After that, go to Properties -> Advanced -> SSH Settings and paste the key into your fingerprint and activate the setting "Use Hostkey":