As usual, I would recommend not to mess with Windows warnings, unless you do know what you're doing. It's more secure to live with them, make a click or two... it may be annoying, but it's not really such a big deal, is it, truly?
When I get something like that, it kicks my pride because I OWN the blasted computer! Windows 7 seems to have got some new weird qualities, there's something like glitches have appeared. Not sure, right now.