When you install a non-Microsoft security program on Windows, it tries to register with the Windows Security Center. It does that to tell Microsoft Defender Antivirus that it's going to handle anti-malware protection and that Defender Antivirus should turn off. It also registers so that the Windows Security app can show you the status of the non-Microsoft security program.
Microsoft has requirements a security product must meet before it can register with Windows and works closely with security partners through the Microsoft Virus Initiative to ensure security products meet these requirements. While most security products do meet those requirements, there are some that don't. For your safety those products are considered incompatible and aren't allowed to register with Windows Security Center. Whenever one of these products tries to register, you'll see the message that brought you here.
What does this mean for me?
Most noticeably what it means is that Microsoft Defender Antivirus is still running, so you may now have two antivirus products running at the same time. That may sound like a good thing, but in practice it usually means that your machine is running slower than it should because two separate antivirus programs are scanning everything and competing for resources.
It also means that you can't see or manage that incompatible security product in the Windows Security app.
What can I do about it?
The first thing to try is to make sure you're running the most recent version of your non-Microsoft security product. It may be that the publisher of that product has an updated version that is compatible with Windows Security Center and by simply upgrading to that latest version this issue will be solved.
If it isn't obvious how to update to the latest version of the software, try contacting its publisher.
If the publisher doesn't have a compatible version, then you'll need to decide if you want to continue using that product.
: Just because a program isn't compatible with Windows Security Center doesn't mean that it isn't compatible with Windows or that it isn't able to protect you from threats like malware.
There's a list of compatible products here: Consumer antivirus software providers for Windows.
What if I didn't install a non-Microsoft security product?
If you're seeing this message and you didn't install a non-Microsoft security product, that would be a cause for concern. This message means that something is trying to register with Windows Security Center and only security products should be trying to do that. If you didn't install one, that suggests some malware or other process is trying to turn Microsoft Defender Antivirus off.
We recommend immediately running Microsoft Defender Offline (see Help protect my PC with Microsoft Defender Offline) and taking a close look at any new apps that you did install.