Is it really Windows dialog or dialog from any "protective" software?
It's from windows

Is there any other information what changes are made?
No.


Can you provide screenshot?
I don't see a way to attach an image.  But here's the text that appears


User Account Control

Do you want to allow this app to make changes to your PC?

Program name:  PSP editor
Verified publisher:  Jan Fiala
File origin:  Hard drive on this computer

Show details                    Yes No

Change when these notifications appear


If I click  Change when these notifications appear, then the User Account
Control Settings window appears.

If I click Show details, then 

Program location: "C:\Program Files\PSPad editor\PSPad.exe"   

appears below File origin.  The dialog box doesn't tell me what exactly PSPad
wants to do.

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<http://forum.pspad.com/read.php?2,67314,67320>
PSPad freeware editor http://www.pspad.com

Odpovedet emailem