I'm not really sure where this message originated, but I have never seen this before in my life. If I had ever seen something like this before, I assure you I would not have posted anything here (Its not as if I knew it was a risk and went ahead and did it anyway), I would have first: not have done it in the first place, and second: I would have known that the problem I am having is what goes along with using something unsupported. This is not the case here, I am one to use manuals and follow them. However, I have used >sudo nautilus countless times, in at least 25 distro's and never once had a problem like this before.
Also just to be clear, does your cautionary statement include using gksudo? (suggested earlier by logos34)