There are situations in which you can instruct ShellDispenser to do something that might give rise to an undesirable situation. An example could be when you instruct ShellDispenser to hide in the notification area when there is no notification area to hide in (when Windows Explorer is down). How do you access ShellDispenser now? In these kinds of circumstances, ShellDispenser shows you a confirmation window first. And when ShellDispenser is unable to completely close Explorer in a normal manner, you will always get the option to forcefully close Explorer so that you will not end up with a partly working system.
However, most of these messages can be overriden by checking the "(Remember my answer and) don't show again" checkbox. When you are more accustomed to handling Windows Explorer, you can instruct ShellDispenser to automatically handle these situations as you like.