Tom,
You can click the Quit button at any time.
The dialog only appears in a drawing that has a Land F/X project assigned, so seeing it is indicative of a very poor CAD practice. It means a file was xref'ed without first cleaning it, giving a high risk of damaging the file.
Simply clean xrefs before attaching them, and you will never see the orange dialog again.
Also note, that the timer for the dialog increases one second each time you see it up to the maximum.
Meaning, that you just clicked past it at least 30 times before addressing it. So it sure sounds to me like the timer is a good thing, otherwise you would have just kept clicking past it.
--J