Lookout - Which application is trying to access the system with no authorization

Is there any log where I can check which unknown source app is trying to access the phone without authorization? Lookout keeps popping up this message but don't tell me which application is! It happens whenever I connect to Wi-fi/3G. The application says that everything is normal after a scan. I don't want to remove all applications installed from unknown sources! I couldn't get the message in english just switching the phone language, it only shows partially in english: