Depending on how its laid out, you could just use something like lynx and dump the source out.
lynx -source
http://www.blah.com/index.php > warning.html
Not sure if index.php has parameters that are passed or anything but dumping the source should make everything work as lynx is just a text browser and therefore would parse the page then spit out the html.
Not sure if this is what you are looking for but you could easily whip up a script to do that in php and output the results. You could use PHP's fsockopen functions to do the same thing if you really wanted to have fun
Andy