When I turn on my MacBook Pro a box prompts up and it disappears right away. How can I stop this from happening?

I'm new in the Mac World. In November I bought a MacBook Pro. I love my MacBook, however, a couple of days ago when I turn on my MacBook and log in, a window or box prompts up for about one second and then dissapears. I'm afraid that may be a virus or trojan that may be running behind the screen. How do I fix this? Are there any applications that I can run to detect what is happening to my computer.
Thank you for your help!!!

It was very hard to see what the box says because the message displays for less than one second. However, I was able to record it with my iphone and pause it until I got a shot of the message. The box says the following:
"Do you want the application “java” to accept incoming network connections?
Clicking deny may limit the application’s behavior. This setting can be changed in the Firewall pane of Security preferences."
I did make some changes. I will see if it works.
Thank you!!!

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