It is just a matter of ackowledging the message most opf the time. It is supposedly a protective warning.
But, perhaps you have your UAC still at it's default. You can turn it down if you wish, if you are happy with your security, otherwise, it will do no harm. Type msconfig into the start box. open the "Tools" tab and (bottom right) "launch" the item "Change user account settings".
Wind the scale to the bottom and "Ok" out of the windows. See if that is satisfactory. Otherwise post back for more help.