I get this message

[xeroc]

Its a firewall warning ... if i read it correctly it is warning about incoming connections .. hence you should be fine denying it and your wallet should work properly (not 100%sure)

Since the wallet is essentially a webserver with builtin browser you may need to allow the connections ... either way .. all is fine and you can simply allow the network connection

[Marketorder]

Every time i start the Bitshares client i get this message http://imgur.com/upgN3yH what do  i do?

Also not sure if I installed the program correctly because it keeps asking me this question every time i load the program. I just allow it is that bad?