To suppress the alert, you have to turn off the Firewall in "Options -> Firewall"
But you cannot tell every user to turn off the firewall on their BlackBerry for security reasons.
You need to select the checkbox "Always allow this connection", scroll wheel down when the message displays, select the checkbox, and click OK. Then the end users never get prompted again after the first time. End users can do that. Just instruct end users to do this.
Try selecting the "always allow..." checkbox on the first time you run this software, and then try starting the software again -- see if it works now.