Quit/Run popup in compiled script

When I run my compiled script, sometimes it just runs (which is what I want), but sometimes I get this popup in which I have to choose whether to run the script or quit.
What’s up with that, and how do I make it stop? Thanks!

(In case it matters, the script runs Internet Connect and asks it to connect, and I run it via a keyboard shortcut that I set up in FruitMenu, all to get around the fact that I can’t set keyboard shortcuts for the modem menu.)

When saving it as application, just uncheck “Startup Screen”.
Though, it’s rare that it only prompts you some times and not allways…