Hi kaz0707
If in doubt create a new payroll category. Generally speaking when you modify a payroll category (as everyone does for super guarantee at 1 July) this does not affect existing transactions, only transactions processed after the change.
The alert you are seeing is likely to do with Standard Pays. It is telling you that this payroll category is included in an employee's standard pay and any changes will affect futiure payroll transaction based on the Standard Pay for this employee - which is normal.
Regards
Gavin