Need to fix the issue allow_url_include is On message

I'm having an issue with an error message when I try to go to certain pages like blogs, ads, etc and I'm not able to join due to the captcha not working. The message I'm getting on the blogs page and ads page is listed below.

allow_url_include is On (warning, you should have this param in Off state, or your site will unsafe)
Please go to the
Dolphin Troubleshooter
and solve the problem.

Just need the problem fixed and my site working correctly when finished. Should be a quick fix. Please put your fee in the message. Thank you.