What application is giving you the error? Usually when a dialog box comes up, it has some sort of application name in the title bar of the dialog. Is it sro_client.exe giving you the "detected abnormal process" error, or something else?
This thread also talks about this issue. It was suggested that he shut down his firewall and antivirus, and apparently it worked for him.
I wouldn't suggest actually turning OFF your firewall and antivirus, but if one of those applications are generating the error, maybe you can configure them to allow SRO. For example, if it's your firewall, you can configure the firewall to allow the ports that SRO uses to go through, rather than shutting down the entire firewall.
Edit: Fixed the link. Thanks Amarisa.
Missing the good times in SRO... 
SRO:
1x, STR Blader (Thebes)
54, STR blader (Venice)
0x, INT wizard (Venice)
19, INT spear (Venice)
34, STR rogue/bard (Venus)
0x, STR blader (Venus)
8x, INT bard/cleric (Gaia)