Documents will be created on the disc to import free curves and points

I think that if you go to import options (button on the bottom of the file, open screen), and turn off/uncheck the 'Free point/curve entities', that message goes away.  But you won't import any points or curves, obviously.  Not sure why the message is there anyway.  You've asked for the points and curves to be imported by checking the box, so the message seems redundant.