I am new to DS and we use DS 3.1 full client to connect DB2LUW on Linux Server. I was trying to execute the utilities(runstats/export) on one of the table space and keep sends message for "The authenticity of host 'xxxx' can't be established. RSA key fingerprint is xxxxxx. ". What should I do here? I am able to execute these utilities in control center. Why not in DS? Don't understand what authenticity required? Please advise.

Just hit yes if they ask you for permission to create keys, etc, and eventually it should connect ok. If you want to understand RSA, contact you Linux system administrator.