Adobe Player

[nella]

When I use Adobe a smaller window is in the middle of the Adobe window asking for permission to store information on my computer. There are three options, deny, accept or a folder with an arrow pointing into it(whatever that means). The only one that works is accept, I can't deny it, since I don't know much about computers I just close it because I don't know what information they want to put in my computer. I am using Safari, dose anyone  have this problem or an answer?
Thanks, Nella