Use the Mac Command + Period key to close the window.
to prevent it from opening again, locate the users configuration folder:
http://www.webassist.com/tutorials/Common-installation-issues
in the configuration folder go to:
Shared / WebAssist / UniversalEmail
and open the WAUESettings.xml file.
change:
<wauedisableeditalert>0</wauedisableeditalert>
to:
<wauedisableeditalert>1</wauedisableeditalert>