I think and voted that there should be a clear warning that you will not generate a block for years.
I still think that not even mentioning block generation is much better, if the option will stay. It should be like running Seti@Home, purely to support the network.
Though as stonetz said, it will become pointless at some point, if it isn't already, so maybe we can advertise some easy to use GUI GPU miner in the download pages or the client itself, so that the clueless user can run the miner without any hassle together with the client (then server mode would need to be on by default or be able to be configured through GUI).