Shameless self promotion... is there a feature missing from this plugin that you need added?
Use "Roam Control" (it's in the Market) and I helped him rig it up as a Locale plugin.
I concur, show the warning once and once only. Usability best-practices advise against spamming "pro" users with repeated messages/warnings/errors.
I agree with janiskfp. This app is really about automating the "state" you want your phone to be in based on a time/location/etc.
What you're asking for is some sort of program that can activate scripts to run complex tasks... like a scheduler.