On our main homepage there is a Stock java application on the lower right hand of the screen (this is only available to Pub members which you are Philu.)
What you are seeing is this java trying to pull its updated stock information from yahoo and your security software is asking if its ok to connect to Yahoo for that information.
It's not extra security to get into this site and has nothing to do with money or X-rated paranoia. Its a specific PC security warning telling that user "hey, I noticed something is about to install on your PC; is this OK with you". Depending on how lax or tight you personally have your PC set up, then you may or may not see it. Some people do not want outside party's loading stuff onto their PC without that warning; it helps them keep up with what is going on and when.
Its not even a case of it loading software, the user had SatelliteGuys set as a trusted site, however did not have that yahoo server listed as trusted.
I run win patrol and spybot and bot ask before ANY change is made to the registry. You would be amazed how many programs try to access the net to update without letting you know in anyway. Real networks is the worst. I block 90% of them. And I am using Opera, a better version of Firefox.