Here's whatsnew from the bsnes news page:
"Last minute bug
My apologies, I added code to display an alert when the Sufami Turbo BIOS was not present at the last minute before the recent release. What I failed to realize was that I added the alert to the same routine that loads save RAM files. Meaning that whenever one loads a game that has not yet created a .srm file, one will get a warning that the save RAM file does not exist. Oops.
You'll never see the warning more than once, and it's harmless, but for those it annoys, and for people who haven't upgraded yet, I've posted bsnes v0.025a. This version changes absolutely nothing other than disabling the warning box in question. I'll be sure to get a proper, tested fix into the next release. Again, I apologize for any inconveniece this may have caused".
Get it here: