It was either creating a new thread or bump this one from the grave
I've searched gfy for an answer to this seemingly simple feature for wordpress based blogs, and after some net searching I found two solutions:
http://wordpress.org/extend/plugins/wp-door/
and
http://wordpress.org/extend/plugins/age-verification/
wp-door works as long as you
follow these instructions.
I haven't gotten around to test the second one yet, it's on my to do list.
Anybody else have other warning page plugins for wordpress worth checking out?