PGfree - Green light for rundll32.exe?

Many actions including the opening of properties of my computer/playing a CD etc are met with a PGfree alert re file name rundll32.exe and asking if I want to "run a DLL as an app". When I eject a CD I am asked 3 times even if I answer no first time. Should I allow this always or would it pose a malware threat? I do not understand about DLL's or how to tell a good one from one associated with malware?

Thanks for any advice

 

Personally I have it set to permit always.

There are differences of opinion. I made my choice after reading this thread: https://www.wilderssecurity.com/showthread.php?t=59185&highlight=rundll32

 

Thanks for the info and link