Error moving application

Hi,

I'm trying to portabilize an app.
The program works fine, but if I move it to other location, show this error:

The path to MyApp has changed, since it was last started, from MyOldPath to MyNewPath.
Moving portable apps like this is not advised, and some features may not work. Are you sure you want continue?

Why? If I donwload from internet a program and move that, the error not appair...

Thanks.