Problem After Using Software Update

[sheepopo39]

I noticed about 3 boot ups after I used Software Update (Updated iTunes, some h.264 thing and Safari) so when I booted on like the third time a window popped up saying do you want to allow incoming connections from fsmpm, so I click allow and go on. I am wondering if this supposed to happen or something went wrong because the update

 

[Gray-Wolf]

It's an apple program, involving Port Mapping.