Old man with play station 3 problem fre...

Well, actually, the one you have, linksys is the least problematic. The particular model you have also seems to work. I've seen many threads on various forums( while researching an answer for your issue), where Belkin routers were the most troublesome.

Simply ignore the warning and try the game and see if it works or not. If it works, great, if not, then well, nothing much has changed :)
Also, try the ip configuration without the router, with a direct connection, and let me know how it goes..

IrishDruid