Sorry, you need to enable sending referrers, for this feature to work.
I have done a lot of searching and reading in regards to this message and it would seem that you need to make adjustments to your browser, delete cookies and pray to make it work.
I have just shifted servers and I do not receive this message until I try and do things with my plugins - cannot activate/deactivate etc.
So,
1. browser is ok - no need to change settings in there
2. cookies deleted
Still not working so any ideas from anyone who may have experienced the same?