The problem is related to our anti-clickjacking logic. Because there are pixels changing around the dialog, we think that something may be obscuring the dialog when you click, so we don't register it as valid.
The dialog is coming up because you've set a non-default setting in Flash (probably restricting the ability of sites to store Local Shared Objects on your computer). The easiest way to get around this problem is to just get rid of the dialog entirely by allowing LSOs. You can do this by going to Control Panel > Flash Player > Storage> Allow sites to save information on this computer.
This control comes from way back in the '90s, when marketers were abusing this capability of Flash to track consumer behavior by storing unique identifiers. While this technique is still used to some degree, the capabilities of HTML5 and server-side fingerprinting have far outstripped Flash's usefulness as a tracking technology for marketers in both ease and resilience. So, while you can still disable LSOs on your computer, it offers you very little in terms of privacy in 2015, and it degrades the user experience significantly.
Instead, when you do want to use Flash Player without accumulating information that might later be used to track you, use your browser's Private/Incognito browsing mode. Flash Player will still be allowed to store things on your computer (so the content runs as expected with no degradation in the experience), but it all goes into a temporary location that's destroyed when you exit the browsing session.