Quoting Aaron Maupin <maupin@xxxxxxxxxxxxxx>:
I wouldn't want to be the person responsible when a game destroys someone's C: directory or even just installs a "screensaver" utility. Advertising "Play Game Online" gives users a false sense of security. Many kids, for example, are not allowed to download games; their parents restrict them to browser based games. You definitely need some sort of obvious notice that executables are running outside of a sandbox and can do absolutely anything they like to a user's system.
In browser games can do the same thing. I could add an "About Play Game Online" link that tells how the system works.