I think it will remember what you configured when you turned on CF. So basically, load up CF with the -nowarning -nolimit options then go to Settings and set CF as shell mode. Save all your changes and restart the computer, it should load up without the messages.
OR
You can edit the registry entry manually
[HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows NT\CurrentVersion\Winlogon]
Add the -nowarning -nolimit at the end of "Shell" value so it reads something like
"C:\Program Files\Flux Media\Centrafuse\centrafuse.exe" -nowarning -nolimit
NOTE: As David posted above, this maybe (and most likely is) illegal to do in many states. So be warned!!! And I take no responsibility