i've never heard of such a warning.
also, screenshot captor does not add it's executable name to the image meta data as far as i can remember, but it DOES by default add the name of the executable that was being captured from, which sounds like what they must be talking about.
you can see that in the "comment" area under the screenshot.
however it's very simple to modify that to not store anything, or store just what you want, just go to the "File Naming Template" tab in options and change the "Default Comment":