Normally Sentry installs it's device driver when it starts and uninstalls it when it exits. This works if you are logged on as Administrator, but if you are logged on as regular user applications you run do not have a right to install device drivers. Use "Install Driver Permanently" option to install Sentry driver when you are logged on as Administrator, so you can also use Sentry later when logged on as regular user.
You can only change this option when logged on as Administrator. Selecting this option will keep device driver installed until this option is unselected.