Thanks for your input Phil & Fungus.
I've now checked the other projects I've written since finding FP & Laz in August and all of them have the same issue.
The message is just 'Confirm that you really want to run this unknown program' -- the program runs once I click [Run].
I can't think of any specific changes to my system - other than installing Lazarus/FP plus the two packages JuJiBo and BGRA I've had stable system for at least two years.
Windows 7 Ultimate 64bit, Laz 1.6, FP 3
Now THAT is interesting - - - I've just run my latest project by double clicking in Explorer and it started immediately, if anything quicker than after clicking [Run] ???? (we are talking milliseconds).
... and that goes for all the other projects I've written (there are only 4). They are all compiled for 32 bit i386 - I'm sure someone will ask
.EXE size is 1.59Mb, 1.67Mb, 2.60 and 2.61Mb and the latest is 2.96Mb
Furthermore NOW all my older projects run immediately from their Desktop Icons (since I've run them by double-clicking in Explorer) but the latest project still demands that I confirm it's OK ????