I also got this message from my McAfee virus program. I just got a new computer (Dell XPS 15 L502X) and there was a shortcut on the desktop "Intel(R) Wireless Display" and I clicked on it to check it out and It installed a program. The next day I got that message.
I can't give advise as to whether the program should be allowed or not for anyone else but for me, I'm going to "allow it once" just to see how often it is doing this.
I am assuming that Dell computers aren't coming preinstalled with a virus or malware and I'm not sure why the "Intel(R) Wireless Display" would need to be accepting incoming connections but I am worried though that this could be something that might slow down my computer or worse.
I would still like to know if anyone else knows for sure why this program needs to be accepting incoming connections from the internet and whether it would hurt to or should be blocked.
Thanks in advance for any responses.