Wendy,
Have you tried downloading it? I think it's just a standard warning and you may not have a download manager. Some software such as the old Netscape use to offer it but I haven't seen it installed at random. If you do have it, it should be among your icons in the lower right near your time, right click on it and choose disable.
HTH
PS.. I just worked out this am with my first CC session. It's awesome!