No problem. First of all, this worked for me and I'm using windows xp. I am using (among many more lol) spybot: search and destroy. When you use this program it will say that you have DSO Exploit on your computer. Go ahead and tell the program to fix, and after the green check marks come up, click on the plus icon on the left of the "DSO Exploit". This will bring about a drop down list that describes the path and all that jazz. Now this is what I did...write down the paths of all the items listed. After that, run regedit.exe, and locate the items one by one and right click on them and delete them. **** This did not mess with my computer, but not sure about all ****
Try running search and destroy again and hopefully will come up without dso exploit. Then restart your computer just to make sure and check again. This is the procedure that worked for me and have not seen it since. -Bigleedog

Please let me know if this helps anyone.

Would not personally advise anyone to start dabbling with their registry. My preferred method is to ensure that all Windows updates are installed & if the DSO exploit warning persists, set Spybot to ignore it.
Thanks for your solution anyway bigleedog.

No problem. You know more than me. Good luck to all!

You wouldn't say that if you knew LOL. .