Hi, I would go to the Global Settings site here:
I would click on the website that gave you the popup and delete that website. Perhaps this will clear it since it is stuck.
When you visit that website again, it will problably ask to store info. Be sure to read about the Website Storage Settings Panel and how it works with the Global Storage Settings Panel.
P.S. If Flash Player is working, there is no need to Uninstall and Install it again. The games and Facebook will try to always tell you something is wrong with Flash Player. Clearly it was working until their pop up stuck, right?
Wow! That worked. I went to the Global Settings, but didn't know that I should delete the seb site. Thanks.
OFF TOPIC (slightly):
well, try not getting too attached to mafia wars on facebook, it might soon be gone because Zynga has been sued for trademark infringement by the original owners of the game name (which was launched in 2004)