Sygate Firewall warning

Hi all,
I have just clicked on the majorgeeks link in the following post, which
I found in the "alt.privacy.spyware newsgroup. :

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You can download it here:

http://www.majorgeeks.com/download2471.html

Enjoy!
-----
Kim/Dreamspinner3
Visit My Homepage: http://members.tripod.com/dreamspinner3/

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When I go to the web page, Sygate pops up the following warning:

The new DLLs have been loaded:
C:\WINDOWS\system32\t2embed.dll

To disable DLL Authentication go to the security tab under the Tools,
Options menu.

File Version : 6.00.2800.1106 (xpsp1.020828-1920)
File Description : Internet Explorer
File Path : C:\Program Files\Internet Explorer\IEXPLORE.EXE
Process ID : 0xC4C (Heximal) 3148 (Decimal)

Connection origin : local initiated
Protocol : TCP
Local Address : 81.133.11.25
Local Port : 1161
Remote Name : pagead2.googlesyndication.com
Remote Address : 216.239.41.104
Remote Port : 80 (HTTP - World Wide Web)

Ethernet packet details:
Ethernet II (Packet Length: 76)
Destination: 01-00-20-00-01-00
Source: 00-00-01-00-00-00
Type: IP (0x0800)
Internet Protocol
Version: 4
Header Length: 20 bytes
Flags:
.1.. = Don't fragment: Set
..0. = More fragments: Not set
Fragment offset:0
Time to live: 128
Protocol: 0x6 (TCP - Transmission Control Protocol)
Header checksum: 0x76cd (Correct)
Source: 81.133.11.25
Destination: 216.239.41.104
Transmission Control Protocol (TCP)
Source port: 1161
Destination port: 80
Sequence number: 2055183757
Acknowledgment number: 0
Header length: 28
Flags:
0... .... = Congestion Window Reduce (CWR): Not set
.0.. .... = ECN-Echo: Not set
..0. .... = Urgent: Not set
...0 .... = Acknowledgment: Not set
.... 0... = Push: Not set
.... .0.. = Reset: Not set
.... ..1. = Syn: Set
.... ...0 = Fin: Not set
Checksum: 0x43c7 (Correct)
Data (0 Bytes)

Binary dump of the packet:
0000: 01 00 20 00 01 00 00 00 : 01 00 00 00 08 00 45 00 | .. ...........E.
0010: 00 30 CE 5B 40 00 80 06 : CD 76 51 85 0B 19 D8 EF | .0.[@....vQ.....
0020: 29 68 04 89 00 50 7A 7F : 9D 8D 00 00 00 00 70 02 | )h...Pz.......p.
0030: 40 00 C7 43 00 00 02 04 : 05 B4 01 01 04 02 11 67 | @..C...........g
0040: 6F 6F 67 6C 65 73 79 6E : 64 69 63 61 | ooglesyndica

Is this something I should be worried about?. Any help would be apreciated.
Regards,
Roy.

Roy