New settings for device installed?

I just unlocked my iPhone 4S and a message/alert came up that said "New Settings For Device Installed" I pressed ok, but it didn't take me anywhere? I don't know what these new settings are.

If I'm not mistaken it is this: http://hothardware.com/News/ATT-Brings-US-Emergency-Alerts-To-iPhone-4S-And-iPhone-5-Users/