I assume you are using either CDO or Outlook. Microsoft put a fix for the warning since Outlook 97 SP2. To avoid this:
1. Send From CDONTS or CDOSys (Win 2000 version of CDONTS). This will work if you have SMTP running.
2. Program in C++ (or buy a third party tool) an ActiveX object that encapsulate Extended MAPI (this cannot be programmed from VB