Although not entirely clear based off the message in the chart, there are actually two locations within the MT5 platform where users are required to enable the Allow DLL Import Setting.
1. Close out the chart you currently have opened.
2. Head over to Tools > Options
3. In the Options Window left click the Expert Advisors tab.
4. Then enable the Allow DLL Imports setting.
5. Once the setting has been activated, I would advise you to restart your platform.
6. Now open the chart you would like to apply an indicator to and repeat the same process as you have done before. Make sure you enable the Allow DLL Imports setting in the indicator settings window, as you will need to activate the feature in both the Options settings and the Indicator settings.
7. Once all the appropriate settings have been selected, apply the indicator to your chart and your indicator should now be good to go.
If you are still experiencing this issue after enabling DLL imports please let us know and we will evaluate the issue further.
Optimus Futures Support