Where can I find this:
SAP GUI Scripting notification can be activated/deactivated in two places. on User Level, on Machine level → It looks like in your case it is about local machine settings. See chapter 6 here: Go in Registry here HKEY_LOCAL_MACHINE\software\sap\SAPGUI Front\SAP Frontend Server\Scripting. and see, if the registry values WarnOnAttach and WarnOnConnection are set to 0, which prevent the message popup. Best regards