If I recall correctly, that's the embedded applet for the Release Control analysis of the change ticket. In the web client, if you have integrated Service Manager with Release Control, on a Change ticket, the system displays data from inside Release Control. There's a java-based applet that is asking for permission to run.
You may also see that on a CI Record on the relationship graph. Again, because it's a java-based applet, you're seeing the security warning.
As Piku stated, if you always allow, you shouldn't see the issue.
We are seeing this issue also in Problem Management (workflow tab), Configuration Management (relationship graph tab), as well as the screen shot on Change Management.
This java dialog seems to have appeared with 9.31 P3HF1, and not prior. The message itself indicates a configuration issue with the applet itself. Should this be sent to HPSW for relief, or is there some configuration we can make to inhibit the message?
The workflow tab sounds right too - that's an embedded java applet
I don't think it's explicitly an HP Software issue.
As the web is increasingly used to exploit software vulnerabilities, Internet Explorer, as well as other browers, are trying to warn the user when the web site they are on tries to invoke java to do something else to thier machine.
So I don't think it's something HP needs to resolve. What we tell our users is to just always allow - let Service Manager run the content it wants to run on your machine.