Hi ScrappyD2o. Welcome to the forum and thanks for reporting the issue.

CAP has recently added a feature called advanced checkpointing. What BitCoin does is manually update the latest checkpoint in the client with each new client release. This checkpoint helps to secure the network. With BitCoin, sometimes a client update is not issued for months, so the checkpoint isn't updated either.

What advanced checkpointing adds is an external checkpoint server which the client checks after every block.  The regular checkpoint is still updated with each new client release, but security is enhanced further by verifying every block with the checkpoint server.

The message you are receiving pertains to this checkpointing.  Regular or advanced checkpointing are not required for the network to function properly and securely. They are an added security feature.  If your last synced block number in the client matches the one at http://bottlecaps.kicks-ass.net/block_crawler.php you have done everything right and can begin to use the client.

I'll contact Mullick, the main developer on the client to have him take a look at the checkpoint server. If you have any other questions, please don't hesitate to post.