dsRNA (siRNA) activates toll like receptors in cells and produces an immune response. The purpose of the scramble is to show specificity that your target is reduced by your molecule, and not the scramble. You just happened to be unfortunate, in that either the scramble has homology to your sequence (unlikely) or the scramble is acting in the pathway you study (more likely), and you will need a different methodology to knock-down or KO your gene of interest.