You should only see that when you are installing LW. Make sure you are not continually opening the installer instead of the installed program.

Normally just press ok to everything, but .. make check each option also to be sure you are sharing the file extensions & the folder location that you desire. Make sure you are NOT sharing the entire computer. And also make sure you are NOT downloading to the LW program folder. Otherwise reinstalling LW update will remove all your downloaded files.