Thanks for posting.
There's no way to disable this warning. Opening a file directly from a remote volume can cause database corruption and, because of this, we highly recommend against it. For more information, please see knowledge base answer #7616:
What you descibe endangers your file's integrity. Other posts here by FileMaker tech reps indicate that putting the file on a shared volume and accessing it directly like this is very dangerous. You can easily end up with a corrupted file.
1) This can happen if two users try to access the file directly at the same time
2) This can happen if only one user accesses the file and then a network glitch interrupts things when the DB is in mid "save" back to the hard drive.
That's why you keep seeing those "unhelpful" comments. They are trying to convince you that there are much safer alternatives.
Best practice is to open the file from the computer where the hard drive is located first. This file can be opened with FileMaker Pro or with Filemaker Server for this purpose. Then other users should use Open Remote... to connect to the file. It is safest if the directory in which the file is located is not shared at all.