I've had some other reports of that and I have verified it myself with Excel 2003. I haven't seen it with Excel Viewer 2003 though.
It doesn't happen with any of the example programs in the distro. However, one thing that seems to cause it is when you write data to a cell more than once. Can you see if you have any situations where this occurs in your program. If not can you see if you can isolate the problem down to the smallest possible program that causes this warning.
Also, can you post any follow-ups to the Spreadsheet::WriteExcel Google-Group.