That's pretty much their standard disclaimer. It gives the company an "out" if you screw up the box during your frequent loading of "pirate" firmware . That being said, pretty much everyone tries to keep their box up to date, the new updates fix genuine problems.
To load it :
1) Turn Merc II off at back switch.
2) start loader program, and select new file.
3) start the load at the computer
4) turn on Merc II at back switch. The Merc will sense an active cable attached and start loading.
5) After download has finished , and Merc has rebooted itself, check the version information, and ascertain that it is the version that you just loaded.
You should be just fine.