Keep your iPhone connected to iTunes, make sure you see it's icon. Then go to File - Devices - Transfer Purchases from (name of your iPhone).
You could also sync your iPhone to iTunes. This should help with that message as well. If you prefer using iTunes for updating the software on your device, also use it for updating apps. This should prevent this popup from appearing again.
If you did that, and still get the message, either update your iPhone over the air (on the iPhone, in Settings - General - Software Update), or ignore the message, and update your device via iTunes.