Exchange 2003 to 2010 coexsistance

I've looked for the answer to this and not finding it so it may be I'm woefully uninformed and I apologize for my inexperience.  

That said I still need some help.  I am in the middle of a coexist from Exch 2003 to 2010.  I'm still in the prep stages:
Existing Exchange 2003 updated
2003 r2 updated AD prepped
Today I installed Exch 2010 on my 2008 r2 server following guidance from simple talk (Jaap Wesselius auth) and stopped at the point where I need to run updates to the Exch 2010 install. (Looking at sp2)

I did a typical install, added internet facing mail.ourdomain.com (the current mail domain) and routing groups set up properly it seems but I was under the impression this Exch 2010 is not routing traffic at this point?  No errors on install just the warning about Outlook 2003 users (there are none, all Outlook 2010 already)

Today a user sent me a screen shot of a security alert/cert install popup for the new Exch 2010 (see below)

I was under the impression that untill I change my DNS and have SAN cert in hand I wouldn't worry about that.

What did I miss here? Why did a user see this for the new Exchange?  Mail flow seems to be normal in and out to the old Exch 2003 box but I need to know why this security alert is showing up and I could use some advice moving forward.  I have worked very hard to make this process as smooth as possible but this was a not my expectation. Many thanks in advance.

The current exchange is the same name xxxxEXC.xxxx.local  (no hyphen)

Security Alert
farrnateCTOAsked:
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jrhelgesonConnect With a Mentor Commented:
The Outlook clients are seeing the Exchange server info in Active Directory and are trying to load the Autodiscover information.  You need to get your certificate loaded and that message will go away because it will continue to connect to whichever server is hosting the users mailbox.
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farrnateCTOAuthor Commented:
Because security alert is asking for new-exc.mydomain.local should I include it in the SAN then?
mail.mydomain.com
autodiscover.mydomain.com
legacy.mydomain.com and
new-exc.mydomain.local?

Also, will this alert hit all users or just on new Outlook profile setup?
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