This wasn't important obviously, if one just clicks through, you'll get the game installed just fine so no biggie, but anyhow, it seems to be telling you that when you uninstall/install without Administrator privileges, there is a risk of difficulty in successfully installing/uninstalling the game, something to that effect. Can't get clear answers from online translation software.
The first button is Yes, the 2nd button is No, and the 3rd is Exit. This is the full text that was being displayed:
Administrator権限以外でアンインストールを行うと、正常にアンインストールできない恐れがあります。このままアンインストールを行いますか?
So basically, making sure that you have administrator privileges and clicking the first button 'yes' would be the proper way to handle this. The thing is, installing this game is a matter of copying the YSF_WIN folder to some folder on your disk drive, minus that big "data.ne" 3 GB file. After running my patch and pointing it to the EXE, it'll make the proper registry entry that the installer normally makes. So in the end, as you probably already figured out, this was much ado about nothing.