Actually, it goes away, but Windows XP pops up again for each adapter, including the virtual and disabled ones that your system has. Just answer Continue Anyway as many times it asks.
The above said applies to XP. Vista and later are a bit smarter and ask at most twice: once for each edge (upper and lower) of the driver.
If you experiment a lot with Daihinia on WinXP, please consider disabling the Unsigned Driver warning message, for the period of your experiments: