You should check the Do not ask me again box, and then click Allow.
The BlackBerry is cautious and restrictive by nature. Before it allows an application to use certain device capabilities, it makes sure you know about it. This prevents applications from secretly behaving badly. Vlingo requires these permissions to do things such as send and receive data, compose emails and text messages, dial your phone, and so on. Though you could leave the check box blank, we don't recommend it because you'll receive an unnecessary barrage of prompts each time you reboot your phone or use Vlingo.