Scary Message Every Import from my Sony PMW 320 XDCAM EX Clip Files w/ Completed Time LIne

Question

Hello
This is the 3rd question I've posted working my way through my first edit (and HD edit) with Premiere Pro CS5.5, and I have a completed time line with the basic edit for an important event, my first for a client I hope to work for again.  Am now working on the title sequence at the beginning and also a "recap" with music and highlights at the very end.  Then I will be trying my first burn to a bluray -R disk on the LG 12x internal BRD unit in a high performance Mac Pro I had built at OWC.  10.7.5 Lion currently.
3 types of files: 
1.  1080i 29.97 upper frame first, standard 1080i settings......from my B camera footage from a Sony NEX 5N.  28mbps I believe.  Example clip:  00018.MTS.  No issues or messages on the imports into the Project window. 
2.  Backup files same settings but 50mbps from Nanoflash recorder attached to my PMW 320 camcorder through the HD SDI output.  Example clip:  01253001.MTX. 
Both of these above I just dragged their entire folders onto my internal master 2 disc Raid 0.  And then imported just the "clips" from each into the project window in each's own bin or folder.
3.  Same scenario with my main files copying them from the large camcorder.  Example clip:  159_0221_01.MP4.  35mbps.  All 3 of these types of files have 29.97 fps indicated to the right.
But in the Project window when I selected initially all the clips from the drop downs inside the folder from the PMW 320 on the Master drive, and since then just some individual clips.....I keep getting this::  A window with "File Import Failure" in the top header and 5 lines of all the Volume codings within that Folder in the message box, and below it, "Error Message"  "File format not supported"  with an active "OK" button.  Which I have clicked and then gone ahead and worked with them.
But the clips in question are all in the project window and load fine into the Program Window or drag fine directly to the time line.  I have completed the whole sequence save for what I mentioned above.  Color correction, audio adjustments, slo motion, freeze frames, transitions, everything.  I have even taken a short piece of the time line and done experimental exports to self contained "Animation" codec clip,  H.264 clip and an MPEG 4 clip.  All were successful.  Last step coming soon will be export to 1080i 29.97 bluray.
I believe I have seen "MPEG 4" in the codec info on the PMW 320's clips.  Being that Premiere is supposed to handle every codec no problem, and that it seems to have done just that, what is going on here with these messages??  I have a ton of hours into this 1st edit and it all seems to work.  Do I not need to worry about this message even if I don't understand why I am getting it?
Thanks much
Ron

Answer 1

All that shows is the clips themselves, but yes I guess that could be happening.  So in the future from the PMW 320 import them 1st into Media Browser and then to the Project window?  (before taking them to Source window or directly to the time line)  Or just leave them in the Media Browser, and work it from there?
In the meantime, the fact it has all worked and seems to be working, would you think I'm OK since I've been able to do up to a massive 156gb Animation codec 16 minute portion of the sequence while I was first experimenting?   I am likely going to try the Dynamic Link function and Auto settings into Encore, straight from my time line of around 90 minutes.  Per the suggestion of Ann here in one of my other threads asking about that part.  Just to see if I can mail it on time on Tuesday if it looks good.