"The Warning" is a song hinted in PDF lyric sheets of With Teeth. No lyrics were given, so the song may very well be an instrumental. It is not known if it even was recorded or not, along with "My Dead Friend," "Message To No One," and "The Life You Didn't Lead," the latter two also hinted on various posters and PDFs. "My Dead Friend" was hinted during an interview pre-With Teeth.
It is highly unlikely that this song has any relation to "The Warning", the song off of the album "Year Zero", but not impossible.