You will need administrator rights to apply this fix
According to a Steam forums post:
You should launch
regedit (runnable via Win + R) and navigate to
HKEY_LOCAL_MACHINE\SOFTWARE\Wow6432Node\Valve\Steam\Apps\205100, right mouseclick on the right pane and click "new DWORD" (32-bit), name it "PhysXRedist" and give it a value of 1.
Restart the game and it shouldn't bug you anymore.
If you don't feel comfortable going into the registry yourself, run one of these commands instead depending on your version of Windows:
reg add HKLM\SOFTWARE\Valve\Steam\Apps\205100 /v PhysXRedist /t REG_DWORD /d 1 /f
reg add HKLM\SOFTWARE\Wow6432Node\Valve\Steam\Apps\205100 /v PhysXRedist /t REG_DWORD /d 1 /f