Since Google Gears allows web applications to write to your computer, Gears wants to be sure that the website has your permission to do so. You will see this dialog ever time the website tries to use Google Gears. If you trust the website and always want to permit it to use Google Gears, then check "Remember my decision for this site" and click Allow.
If you visit a new site that also wants to use Gears, you will see the message and can choose to give the new site permission or not.