It connects to FMI if more than one instance of FMP is active on the same network. Your license should be fine. I have it installed on my desktop Mac as well as my MacBook Pro. This is perfectly legit as long as the two are not active simultaneously.
There is a case where you are allowed to install your one license on more than one PC, but you can only use one license at a time. I think the case is for development and testing. I can't remember the exact wording, If I remember right installing more than once is fine as long as you only run one installation of FileMaker Pro at once and all installations are just for you and not someone else. Treat the message you received as a warning only.
Contact FileMaker to get clarification on the licensing and what you are doing, they are very good to talk to about this sort of thing!!!
Thanks for the replies!