I get this when I open a second session of SW. Does it actually matter? Now that I've got 2 monitors it's sometimes nice to have 2 sessions running. I haven't experienced anything negative from doing this. I don't give a damn about Auto recover.
If you don't care about AutoRecover then there should be no disadvantage for you, except I've been wondering if that also means that there are no backups created when you save. Naturally, if you're working on the same components in both sessions then you'll be running into potential problems. I imagine if you make sure that the Multi-User Environment is turned on under Collaboration (in Options) then you don't get into dangerous territory ... just perhaps sometimes inconvenient territory.
I know this is old, but here is a 2 min solution... With SolidWorks closed, enter “regedit” from the Start menu then find (HKEY_CURRENT_USER\Software\Solidworks\SolidWorks 20XX\ExtReferences\SolidWorks Journal Folders), Right click on the SolidWorks Journal Folders, select modify Delete the value data, then OK Launch SolidWorks If the problem persists, close SolidWorks and change the value data to a known location that you have permission to write to (C:\ProgramData\SolidWorks\SolidWorks 2014)
Ahh, thank you too! This has plagued me for years! Usually I just click okay and nothing bad seems to happen...