Thanks for the last 2 replies.

I think the problem has been solved. A friend suggested I do a "system restore" to an earlier date and now Opera is running OK and I don't get the yellow/blue shield on the Opera icon and it's installed fine.

One problem still though is that any programs I now download have the blue/yellow shield on the icons and instead of being able to just click on them to open I get the "do you want to allow this program to make changes to your computer" message!!