How do I get my old iPhone 4g to work with a new computer without losing all data on it?

I bought a new MacBook Pro with Retna display to replace a dead gateway running Windows XP. My iPhone 4 was always connected to the old gateway and I synced to the iTunes on it. Now I have my new MacBook up and running and have logged into its new iTunes and synced my new iTunes to my Apple ID and to the apple store. Everything looks good in the new iTunes. Problem is now when I connect my old iPhone to the new computer it's iTunes warns of my iPhone data about to be erased. How can I prevent losing all my stuff. I don't want to lose all my text messages on the iPhone. What can I do to prevent losing everything from my phone?

Ok thanks again for your reply, link to Apple article, and concern for my questions. That is very refreshing to have people willing to share their knowledge like you.
So why do you suppose we get this awful warning when we connect our iPhone to a new computer that all data on the phone will be deleted if we continue? Furthermore why don't we get a further explanation as to what to do sat that point?
I can not stand warnings like this that make me feel like I have done something wrong, that somehow I may be violating my terms of service. All that legalize is not customer friendly. Apple has always impressed my more that any company with excellent personal customer service but this is not good the way they scare you when you honestly are trying to move to a new computer with your old iPhone.

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