As the dialog box says, it is a warning that you are about to overwrite game files which have already been overwritten by another mod. You have four options:
1) Ignore the warning, and install the GWX Turm Lights Fix, knowing that whatever changes the DFant_subFlag_2010 mod has made will be lost.
2) Heed the warning, cancel the install of GWX Turm Lights Fix, and keep the changes made by DFant_subFlag_2010. Of course, you will not enable any effects of GWX Turm Lights Fix.
3) Remove the conflicting files from the GWX Turm Lights Fix folder. This will preserve the changes made to those files by DFant_subFlag_2010 while losing the changes GWX Turm Lights Fix would have made to those files. This may result in unintended behavior when you load the game - odd visuals, white spaces, loss of function, CTDs - or it might have no observable effect. Or it might have no effect at all, if both mods make the same changes to those files. YMMV.
4) You can open each of the conflicting files - for each mod - using s3ditor or a similar program, see what changes each mod made, and attempt to resolve the conflict within the files. Specifically, if the two mods made completely different and non-interacting changes to each file, you can use s3ditor to incorporate both sets of changes into your own "combimod". Then you will gain the benefit of both mods. This is the most desirable result, but it also requires the most knowledge and work on your part. (You can download s3ditor here:
http://s3d.skwas.com/downloads.aspx)
If you don't feel you have enough knowledge and experience to do either 3) or 4), don't try to do them! But if you want to learn how, remember that this is NOT rocket science. Just make sure you have saved the original downloads of both mods on your hard drive so you can restore them, use JSGME to make any changes to your mod load, and deactivate any mod before you try to change it.
Good luck.