Run a DLL as an App?

I must have done something but I don't know what or how to correct it.

When I use Firefox to access a site, as I've just done to come in here, a message pops up from Scotty the Watchdog about .URL This message pops up every few minutes.

The program currently associated with this type of file is IE

Run a DLL as an App.

Is this change ok?

I say "no" because I don't know what changed.

Am I safe to say yes?

(Scotty is Win Patrol, I think. I've had the program for years and haven't checked what it's actually called. A little Scotty dog appears in my sys tray.)

 

The change is asks me to approve shows:

rundll32.exe ieframe.dll,OPENURL %1

I have no idea what this means. Running firefox, XP Pro.

Should I approve the change?