The reason for the warning is, if your bulb blows as you have stated, it can do damage to your projector, hence the warning.
I doubt very much that you would want to have to pay for 1 or more LCD panels, if it is a 3 LCD projector, to be replaced because you did not heed the warning, or if it is a DLP, having to replace similar components.
You are in no way covered by warranty if the globe decides to become unstable, pop and throw shards of glass into your expensive PJ..
I would run down to the nearest stockist of this bulb and replace it..
Making sure you correctly install the globe, if you don't know how to do this, make sure you get some one that does, and make sure to either reset the globe hrs when the newer one is put in, or make note of the hrs now..
Hope this helps, also one more thing, get the globe cheap, no harm in getting a good $ on it.. Don't pay RRP..