Did the whole blockchain download? If not, let it download and if the warning is still there, do the following:

Close your client and go to your AppData/Roaming/CryptogenicBullion folder.

Delete blk0001.dat, blkindex.dat, and peers.dat in your data folder.  Do not touch the wallet.dat file or else you'll lose your coins.

Then restart the client and you should see the client downloading the blockchain.

Sometimes, for whatever reason, the client won't cleanly download the checkpoint data, so that's why you're seeing the warning.