In reference to the error message:
It is usually because a tiny corner is overlapping another piece or hanging off the edge of the paper by a micrometer. You should always say "No" to changing the scale. You can either live with the error message, or if you own pepakura designer, try and fix it yourself. Most people don't fork out the 40$, in which case you have to just hit "no" and continue on. I feel your pain, some of the files will give this error message no matter how spaced out and far from the margins the pieces are, others I can look and say "Oh, that one is hanging off the edge of the paper" and fix it and the message goes away.
Hope this helps.