I can assure you the message is not coming from the TD. It could be coming from Windows as a result of what the TD is doing (attempting to run the Active-X control), but even that is not clear. But as I noted before, the message window is odd, not at all what would be expected if the operating system was displaying it, but that doesn't mean it is NOT the operating system.
Are you running the program under a Windows user that does NOT have administrator access?