Error appears on System Update

I have updated a system from Wordpress 3.5 to 4.1 and now on the control panel of Wordpress I get this message:

Warning: curl_setopt_array() [function.curl-setopt-array]: CURLOPT_FOLLOWLOCATION cannot be activated when safe_mode is enabled or an open_basedir is set in /srv/www/domobile/klose/wp-content/plugins/download-manager/wpdm-core.php on line 409

I have seen other people having the same problem on different plugins, which makes me think it is not an issue of this precise plugin.

Can someone tell me how can I solve it?