MOJIFEROUS Hmmm... Desktop Cigarette uses a Quartz Composer Loader function to load the different ashtrays, so your system may see that as the problem (If it thinks that it may be a possible security issue- I'm running 10.5.1 and didn't get a peep about it...)
Regardless, I'm sorry for the problems, and although I'm sure you've already long forgotten about it, I'm certain about the safety of Desktop Cigarette (as it's also up at Apple and a few other sites and this is the only problem I've dealt with...) BUT, personally, if I got the same sort of message, I wouldn't have anything to do with it either... so once again, so sorry!
--Mojiferous
(Version 1.0)