FTM 2010 for Mac doesn't exist. I assume you mean FTM 2 for Mac? With the program open, in the upper left corner, does it say "Family Tree Maker 3" or "Family Tree Maker 2" ?
Either way, the fix is the same.
With the program open, click on Family Tree Maker 2 or Family Tree Maker 3 in the menu bar.
Click "Preferences"
Click "Warnings" from the top 3 menu options.
There is an area that says "Copy Media Files to Media Folder" you want to change this setting. If you want the drop down to show up again, change it to "Prompt me"