Don't worry about that error. Just click OK, and everything will be fine. You should not see it every time you start up. If you want to know what caused that error, here is a short explanation.
Alice is written in Java, and the Java .remove() method is causing the problem. There is currently no solution to the problem, but many had suggested different workaround to fix the problem. I am not sure if their suggestion is applicable to Alice 2.2, and since recreating the error is very difficult (Probable only get that error once every 20 times you start up Alice - Probably never if you just start, close and restart Alice over and over without doing anything.), a fix for this error will take some time.
If anyone wants to help test the new fix, you can download the version from
http://www.cs.purdue.edu/homes/aik_min/
After download, please update the software using the "Alice update" in the "help" menu.
Message me if you still see the error in the new version.