OS X Error Message

My work Mac surprised me with this error message today:

What did it want me to confirm I do not know. I asked our admin and he said it was OK. Well?

N.B. the only deleted information in the picture is a file name of the PDF (bottom left) and a folder name (top right) which I happened to have on my desktop at the time of grabbing the screen and may be sensitive for my company/client.