how to do a warning page, and does it hurt SEO?

Can be done with jQuery + CSS. Shouldn't affect SEO if implemented correctly.

that sounds ideal, any way you could explain how it's done?

It's a whole subject in itself, books have been written on the subject.

Check out http://jquery.com/ there are some tutorials there.

There are a number of different ways you could do it.

First is as suggested above, by using JQuery (or any javascript for that matter). In theory this should not affect your SEO so long as your content is still accessible on that first page, but not shown. This has to be done carefully because sometimes google will penalize sites if they feel you are trying to hide keyword rich data off the page to boost search rankings.

Second would be to use cookies, this is probably an even more dangerous way to go about things from an SEO perspective. Basically if a user clicks yes to your site a cookie is set. Whenever a page is read you can see if that cookie has been set or not. If not you can show the warning, if it has then you can just show the page directly.

A lot of sites use a combination of the two to get the mix right.

bump bump

I am a SEO consultant and worked on adult sites. One javascript warning page was preventing a fairly GREAT URL to rank for what it was supposed to. You can make warning pages rich in content (i.e. verbiage) and relatively clean pics, and still get rankings. People are going to find the site so you can't prevent every organic search...just so long as that page exists. Build the warning page like you build any other page, just make clean images and talk about your site to saturate it with keywords. It can be done the right way without "fooling" the search engine...that can work but again, getting caught can get you penalized.