opening remote files

You shouldn't have to always select the share option. You should only have to select this option for a given file once to have it be shareable from that point on.

The file should always be open on the lap top first, then you can use Open Remote from the desktop computer to connect to the same database. This will not work if you haven't first opened the file on the lap top.

If you are having to reset the share settings in FileMaker for the same file over and over, something is wrong with that file. I'd run a recover on it and see what the recover reports and test the recovered copy to see if it retains its share settings.

Note: "best practice" is to not put recovered files into regular use but to replace the file with an undamaged back up if this is at all possible.

Yes the message you are getting should be warning you that you will get slower performance because the first computer to open the file will become the "remote host" of your file. (This means that the file is stored at a different location than a drive local to the host computer.)

Whichever machine is first used to open the file is the host and the second machine that uses Open Remote will be the client.

Opening from a shared directory can be dangerous to your file. If two people were to do this at the same time, Filemaker Inc warns that it could corrupt the file.

Also:

the actual database file is on a server computor so that it gets backed up every day,

Filemaker Inc. warns that backing up an open FileMaker file can corrupt both the back up copy and the original. Make sure your file is closed at the time it is backed up.

I have had to recover the file  once or twice and this is done automatically when I re open the file after a crash.

Your recovered file may be just fine, but it also may not be. The problem with recovered files is that there is no way to guarantee that the "repairs" made by the recover process were complete and correct. Thus, the recovered file might exhibit unexpected behavior due to such changes made during the recovery. Thus, it is safer to discard the file and replace it with a back up copy that is not damaged and which has never been recovered. Such "best practice" requires that you make frequent back ups and that you save multiple sequential copies of the same so that you can hunt back through the backups until you get one that recovers cleanly, save a clone and then import all records into your file from the recovered copy.