URGENT HELP PLEASE

I have this ERROR

allow_url_include is On (warning, you should have this param in Off state, or your site will unsafe) 
Please go to the 
Dolphin Troubleshooter 
and solve the problem.

When i finish my instalation,i have this.

Where to find this to change, PLEASE HELP

Its either an Apache mod or in the php.ini  You should send a message to your host about this.

Hope this helps.

-tom