This is most annoying, but here’s how to fix it if you don’t want to FTP (which can in itself be a rats maze depending on your situation).
The “Error” message ‘Are you sure you want to do this?’ is caused by php hitting the upload limits set within the php.ini file.
You can usually find and update this file at either:
/etc/php.ini or, for Ubuntu, /etc/php5/apache2/php.ini
edit the following lines to:
memory_limit = 99M
upload_max_filesize = 20M
post_max_size = 24M
save, quit.
restart apache : sudo service apache2 restart
and then give it a whirl – you should have no problems