modified the the User interface of the Parent application ???

Severity :High
Reporter :Application Behavior Analysis
Description: Suspicious Behaviour (wmplayer.exe)
Application: C:\Program Files\Windows Media Player\wmplayer.exeParent: C:\WINDOWS\explorer.exeProtocol: UDP Out
Destination: 203.8.183.1:dns(53)Details: C:\Program Files\Internet Explorer\iexplore.exe has modified the the User interface of the Parent application C:\WINDOWS\explorer.exe by sending special Window messages…

Severity :High
Reporter :Application Monitor
Description: Application Access Denied (firefox.exe:127.0.0.1:1038)
Application: C:\Program Files\Mozilla Firefox\firefox.exeParent: C:\WINDOWS\explorer.exe
Protocol: TCP In
Destination: 127.0.0.1:1038

Severity :High
Reporter :Application Behavior Analysis
Description: Suspicious Behaviour (firefox.exe)
Application: C:\Program Files\Mozilla Firefox\firefox.exeParent: C:\WINDOWS\explorer.exe
Protocol: TCP In
Destination: 127.0.0.1:1031
Details: C:\Program Files\Internet Explorer\iexplore.exe has modified the the User interface of the Parent application C:\WINDOWS\explorer.exe by sending special Window messages…

I am unsure of what this all means and it seems a bit alarming because i have a few of these 'high’alerts. A popup would appear and would click deny. Is this normal or do i have malware on my computer?

They seem normal to me.
Most programs need to use explorer.exe
As long as you know what programs it is, it’s usually safe.
Read the alerts carefully, since malware tries to use known apps to get out.

So should i click allow the next time the same messages come up, knowing that the severity is high? These messages only appear when try to acess them.

Yes to those you provided you can click allow.

If you let’s say, click on a link in your mail program, you will get an alert that your mail program is trying to use Firefox. But then you know it’s safe, so you can click allow and remember.