Warning: curl_setopt()

When I activated the plugin this message came up:

Warning: curl_setopt() [function.curl-setopt]: CURLOPT_FOLLOWLOCATION cannot be activated when safe_mode is enabled or an open_basedir is set in my-domain/public_html/wp-content/plugins/g3client/client.php on line 72

I’m so bad in this such of things so I ask you if anyone knows what the problem is and how to fix it…
Please explain it like you would explain to an 3 old, so bad am I 🙂