Heh, yeah you'll be just fine. You only get that message when you FIRST get on Wifi with any game, because it saves your handle, friend code, rank and all sorts of information to the corresponding game.
Couple members of the Gamefaq community have a growing forum and irc channel to gather worms2 open warfare games!
Register on the forum, and sticky the thread!
http://valice.net
http://valice.net/forums/index.php?showtopic=2205