I have a popup that I cannot make go away. Is this actually from Roon? It states the following.
To protect you from cybersecurity threats, roonappliance.dll has been blocked from executing. If you want to run this application, you can Request Access to the application.
No, this message is not part of Roon. Most likely, you are running an antivirus product that has issued a false positive.
What @Martin_Webster said. Usually these popups by anti-malware programs show some kind of logo at least, referring to the source.
E.g., here is an example from the Sentrian app using exactly the same wording:
