Sounds like a bug report. If something's happened to make your LW stop working properly then you have the option of sending a bug report. The developers will get the report & it can help them to fix bugs within the program.

You have the option of adding a comment, which might help pinpoint a problem (eg if LW always fails when searching, or when downloading more than X number of files, or when loading your saved files etc etc). It's nothing sinister