This warning pops up every time an application wants to register a URI handler (a
something:// protocol). Normally, your approval is saved by LaunchServices, but that database can become corrupted. Try resetting it by doing a
/System/Library/Frameworks/CoreServices.framework/Versions/A/Frameworks/LaunchServices.framework/Versions/A/Support/lsregister -kill -r -all local,system,user
in Terminal. The warnings should pop up once for each application again after that, then be gone for good. If they keep coming, something is resetting the database on its own (a clue would be that the default browser / mail app / RSS app / FTP app you set keep resetting to the Apple provided ones).