CounterSpy monitor many areas including startup registry files, system monitoring etc.

You should look at the details or logs on what did Counterspy detected that was change.
If you are familiar of the changes then you will allow it.
Example: You changed your homepage in Internet Explorer
You installed an application that adds startup item

If you arent familiar with the said changes, you should not allow it until you are sure that it is safe. Run a full system scan using the updated antivirus and your Counterspy.