I agree with you about ClickYes - it always makes me uneasy too.
Unfortunately, 'switching off' the popup would potentially leave Outlook
open to a virus potentially mining address information from the user's data.
(This is why we don't see so many of that type of virus these days.)
The best answer is for the vendor to supply a COM add-in version of their
product able to be managed through the Outlook Security Settings template -
see the following links for more info:
You receive warning messages when you use a third-party add-in or custom
solution in Outlook 2002
http://support.microsoft.com/kb/290498
Administrator information about e-mail security features
http://support.microsoft.com/kb/290499
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TechieBird
http://bwain-dump.blogspot.com