Try a Return to Factory Settings first.

I've only seen the Change Feel dialog when changing a style in an already opened BIAB song. If the style has a swing feel and I try changing it to Bossa, that message will pop up.

It sounds like you are opening a song by using Windows Explorer instead of BIAB. A new feature of 2010 is the ability to have multiple copies of BIAB opened. This may have something to do with it. Try using the SongPicker from BIAB and see if the problem goes away.

R