Quote - It means that you haven't installed any extra Python modules.
Nothing to worry about.

I think the OBJ exporter just needs one extra line (or just a small edit) to make it write out group lines.

Try this, look for the line file.write('o %s_%sn' % (fixName(ob.name), fixName(m.name))) # Write Object name

and change it to file.write(' %s_%sn' % (fixName(ob.name), fixName(m.name))) # Write Object name

I just don't seem to be getting this.  I also have that problem with that DOS black box showing up.  There is a python24 folder in my blender directory but I still get the same message