If the "Alert" window pops up, this means that a guarded registry key has changed. If the item is highlighted in red the action was blocked. If the item is highlighted in green the action was permitted. You can block or unblock an application by pressing F2 or F3 on your keyboard.

The Alert window can be accessed by selecting Show Log from the tray icon popûup menu or by clicking the Show Log button in Preferences|Common.