Our player will still work fine, and as long as you keep your firewall enabled and block all incomming traffic you should be just fine - apart from some annoying messageboxes like the one below.
Remember that the screenshots in the controlpanel are from the actual screen, so if you don't see a messagebox in the controlpanel, there's no messagebox on your screen either. Check the timestamp of the image though, so you are sure your image is current! :)