Samsung m369 CDMA Application permission

samsung m369 CDMA when I install new applications every time when I start the application mobile asking me permission like wise *allow for this Connection * allow for this session * no for this this session * no for this connection * never its really really so borring what type of function its I dont know & no further setting available for applications

An "application" is a program that can do useful things but some of them can do damage to your device. The messages you describe are security functions verifying that you trust the source of the app and you instituted the installation.