It is given as a "tip", not a warning. The distinction is that you can turn tips off, in Prefs-Show Tips.
The specific tip about not using "Program Files (x86)" or its' sibling "Program Files" is because that folder has special rules, that change with each OS release. For example, files in that folder are hidden by the OS from users other than the user that was present when the file got written. The files get written to "virtual" folders, and other strange rules.

Essentially Windows wants to keep the Program Files folder safe from changes, so that one user won't come back to it and see a file that he didn't put there (another user did). All of this makes sense in an environment where there are admins and users sharing a PC, but are not that necessary when it's "just you" using the PC.

So, keep the program in "Program Files (x86)" if you want, we advise against it though. You can read more about it here http://blogs.scb.rit.edu/dave/2007/02/09/windows-vista-virtualized-files/


Have Fun!
Peter Gannon
PG Music Inc.