Worked it out you have to click on the program you want then press space - not particularly practical!
If you've got a NetGear router then there are some other forums where you can find information about this. NetGear seems to show this message quite a lot. One of the contributing factors seems to be having UPnP enabled on the system - disabling it may help.
Have look at these threads -
http://forums.whatthetech.com/index.php?showtopic=114406 (from a Mac user, but still relevant)