Thanks for all the responses.
@hazelnut, nothing in Advanced is checked.
@mta, It's Windows 7 Pro 32 bit SP1, - I do not run the registry cleaner of CCleaner, or any others when this message comes up. It's actually called the System integration message, I just took a screenshot and included it. It is not like the Mozilla Firefox "default" message.
I see "winapp2.ini" mentioned in several places but have no clue as to what it is.