This dialog window appears when accessing the Diffie-Hellman Demonstration.
It is supposed to introduce you to the underlying topic.
The main dialog of the visualization of the Diffie-Hellman key exchange protocol will appear after you have clicked the OK button.
Besides a short description of the general Diffie-Hellman proceeding you can also find a check box titled Do not show this message box again, which prevents the introductory dialog from being displayed on every restart.