The fact that you downloaded anything with that client means that it is allowed. You wouldnt have been able to download otherwise.
You might consider changing your port number. I am not sure if it will do any good, but I had a similar issue a while ago where I had the warning thing at the bttom of the client all the time, and it disapeared after changing the port.
Also- What does it say under the tracker tab for your BakaBT torrents? If the torrent is working, it should say "working" under the status portion. IF it is not working, it will say something along the line of "refused for whatever reason."