What goes wrong here is the good ol' File-Type-Association that is handled by SoftGrid and no longer by WinZIP itself. In fact, there is nothing you can do to prevent this message, except for making sure it does not appear anymore. This can be done by adding a virtual registry key AssocMsg at:
HKCU \ Software \ Nico Mak Computing \ WinZip \ WinZip
as a REG_SZ and setting its value to "0". This simply does not show that particular dialog window anymore to the user. This does not impact the functionality of WinZIP, since the filetype associations are handled by the SoftGrid client.