Working (in v7, not sure of the behavior in v6) with an imported step file, I am assigning a material to a selection of instances via the materials panel > materials list > material context menu > assign to selected, so I am seeing this dialog:
Rhino apparently wants to show me this once per selected object, and though there is a “don’t show me this in future” checkbox, that disables the Yes button, so the only realistic option is to cancel out of the operation, since I guess I must have a hundred or more objects selected, and don’t want to sit here clicking Yes a hundred times.
One option for improving this would be to make the Yes button work with the “don’t show me this in future” option, but that would be problematic for pretty obvious reasons.
Another option would be to inspect the selection prior to executing the assignment, and apply a Yes response to the whole group, but in that case, it’s pretty sure another user will come along saying they need the old granular behavior.
Therefore I would request addition of a “Yes to all” button in the dialog.