"Application opened for the first time" warning after every reboot
It sounds like there is a permissions error somewhere. Run Disk Utility (from the /Applications/Utilities folder), select your boot drive and click on the "Repair Disk Permissions" button. I usually keep pressing the buttons until there are no errors left. Reboot and try running one of your problem apps. It may warn you again, but after that it should remember that you have run it before.

Good Luck.