What does this warning message mean?

Try this:

To confirm that User Account Control is set correctly:

1. Close all applications.
2. Click "Start > Control Panel".
3. Click "Classic View".
4. Click "User Accounts".
5. Click "Turn User Account Control on or off".
6. Click the "Use User Account Control (UAC) to help protect your computer" checkbox (to turn this option to the opposite of what it is currently set to).
7. Click "OK" to apply the changes.
8. Restart the system.

Note: If the opposite setting of User Account Control is desired, follow the above steps again to reset this option to the desired setting.

Many thanks Robert, you're a star.

Regards,
Tacuma