That didn't work. I disabled that Teredo and now I get the same error, but for the standard network adapter.
I set the Firewall to Automatic and apparently the problem went away. The only problem is: I *DON'T* want to use automatic firewall. I want it set to manual. So if I do this, I'll be stuck with these annoying messages all the time and part of the per-program customizations being lost every time I join another "shared network" !?