Display the found record count in the footer (or if you are using a portal, below the portal), then use conditional formatting to make it turn red went the count displays above 20. For example, we use: n=16 in light gray. But if over 20 it would show as n=36 (in red). Hope this helps. Works great for us.
If you have FM13, you can make a plain text object that says "THERE ARE MORE THAN 20 RECORDS, PLEASE SCROLL DOWN", and then use the "hide object when" feature in FM13 to hide it with a calculation of "get(foundcount) =< 20"
This would only display the object if the found set of records was 21 or greater, and hide it from the layout other times.
In FM12 and earlier you can also achieve this with conditional formatting, by making the text a different color than the background if the condition is met.
Back in FM13, you could also turn this into a button that automatically hides and shows up to scroll up and down according to get(recordnumber) vs. get(foundcount), and "Go To Record/request/page - by calculation".