It's not a bad idea but I doubt it will be a deterrent. People are told here, every IRC based website, in their ISP's newsletters, by their friends, not to visit URLs that get thrown at them, yet they keep doing it.

The biggest problem is that they can't see the warbot on their machine so they don't realise that they are doing any harm. Unfortunately alot of people would see a warning dialogue as more of an annoyance than anything else and those that do are the ones foolish enough to disobey the advice.