Leaseweb setup questions

First of all, I'm really concerned about this popup I get when I log in to windows
something to the effect of Warning:If you are connecting to this system you are connecting to a system monitor for law enforcement

Umm, should I be concerned about this?

Also, my firewall isn't turned on, but utorrent isn't connectible.

its tcp/ip filtering. and the message is just a precaution on their side.

hmm, and how do I configure that in server 03?