When you send emails from Dimensions it uses your local installation of Outlook to do so. If Outlook is configured to not allow 3rd party applications like Dimensions from sending emails it will produce the warning message.
This is an Outlook security feature and can be disabled within Outlook, please find the relevant Microsoft support pages to review these settings.
Please consult your IT department before making any changes to your security settings.
Another alternative is to send emails from Dimensions using SMTP.