OpenGL is an API used to interact with graphics hardware. It's very low-level... probably most visible to Stencyl users if they're working with shaders. Don't quote me on this because I'm not that familiar with Windows systems, but I think Microsoft's DirectX performs a similar function.
Before reporting it as a bug I'd do a little research into seeing if anyone else has reported it. As widespread as OpenGL is, something like that ought to be on a support forum somewhere by now. Might be worth looking at OpenFL, too... although because of the similar names it's hard to search for OpenFL results and not get OpenGL instead.