Hmmmz. I do not think that the 3rd party stuff is needed for the retail version. My FW is set to ask about one application starting another, too. During retail installation this adobe air stuff did not come up. As far as I understand from its description, it is a bit like the steam client - software needed to run software with registration stuff based on i-net connection.
But that "missing" file did work - menues are good as I write. My German retail seems damaged in this way and I do not know if I have access to an international version via EADM or if I get a localized european... I chose the English version followed by eastern european languages in the same text line for registration in EADM. Dunno, but that file seems to be missing in that download version, too.
Waiting for the intro to end...
...
...
... and working. Nice. Thanks.
For others unnerved by watching all the stuff for the n'th time: all videos run even when you have ME2 in background. I set the game to windowed mode and was writing this post during the sequences. I just had to switch back for the three dialoge choices and that small bit of running.