The "unsigned driver" warning doesn't seem to go away after I answer. What can I do?

Actually, it goes away, but pops up again for each possible Binding Path (read: each adapter, including the virtual and disabled ones) that you have. Just answer "yes" as many times it asks.

The above said applies to XP. Vista and later are a bit smarter and ask only twice - once for each edge (upper and lower) of the driver.

If you experiment a lot with Daihinia, consider disabling the Unsigned Driver warning message.