The one thing you may want to consider changing is adding some kind of image on that page, does not have to show any nudity but i have always found that if you add a 'teaser' pic on a warning page more surfers will typically click through to my main site.

As far as what is acceptable for a bounce rate, my personal feelings are that every one who hits a warning page of mine should be going through to the main site, otherwise im doing something wrong.

Regards,

Lee