I had exactly the same thing on my computer(ME) and recently I had to get some info (for something else) from a support worker from microsoft. They said this was ok and to click ok it will not affect my computer having this message. A month on and I still get the same message but everything seems fine.
Is it just ME and something to do with not having an Autoexec.bat file or something like that. If someone has the answer I would like to know as well.