Moved to Consumer > General as the best area for it.
What alerts exactly? A screen shot might help (use the camera symbol to post a pic).
There are some annoying splash screens when opening/closing the software in latter versions of the software that we Moderators have complained about to the company, so they are aware of those.
Alerts are controlled in Navigation > General Settings and Alerts
But if an alert has a "Don't show this again" box and you've clicked it and then OK'd it, it certainly shouldn't appear again.
Alerts will appear regardless if the machine is left with no firewall for one instance, and another would be if risky downloads are occurring.
There are others too.
I might add also, make certain your Firewall Settings are set to the (Default) 'Recommended' Levels of allowing Programs to connect.