UPDATE: There is a nasty catch apparently...
no thanks.
I wrote the text in the screenshot (and most of the profiler itself) and had a really hard time making it accurate and brief and non-scary. Guess I failed :-) Reading your reaction certainly makes it clear that it needs to be improved.
What it means is simply that there's a feature to let the profiler communicate with your profiled program. It does so by using TCP/sockets, just like some debuggers do to communicate with the program being debugged (if debugging remotely or on a mobile device over activesync etc). There's nothing dubious about that - if two programs need to communicate they have to do it some way or another :-) and we simply chose to use sockets. But: the Windows firewall will not allow socket-communication without raising a notice even when the two programs are started by you and running on the same PC. How annoying. That's why we added this "add an exception rule automatically"-option.
We'll try to improve the explanation, maybe by using a picture. I know that many users (myself, for instance) look at long elaborate texts and simply read "blah blah blah, okay I don't care, now where do I press next?" in their head. In this case many might just notice the firewall-word and be turned off immediately, reading "blah blah firewall ... uh-oh, what!? probably some trojan stuff, so goodbye".
cheers,
Richard Flamsholt,
EQATEC