MS CRM 2011 is very well configured and sensitive with emails.
while accessing one of my dev server i got the prompt as soon as i hit the url.
You will get this message if CRM will not be able to send the emails as you have set it up, by using email router or outlook.
This was warning me that I had created emails in CRM but that CRM had not been able to send them. No surprise as I didnâ€™t have any email set up but it is nice to know that if there is a problem Dynamics CRM will warn you and not leave you blissfully assuming that your business critical email had been sent when it hadn't.
if you are going for any demo and you do not want to face it, just follow the workaround...
append the "?skipNotification=1" to the end of the MS CRM URL.
if the normal url is ://main.aspx"http://<serverName>:<portNumber>/<orgName>/main.aspx
then use this instead of the above to get rid of the prompt
same as for online as well as onpremise.