PowerShell Remote Session into Exchange 2010

I tried running a remote powershell session from my desktop.
This is the error message I get:
Error Message
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That's a warning, not an error. You can happily ignore it.
See "Connection Issues > Warning When the Import-PSSession Cmdlet Is Run": "When you connect to a remote Exchange 2010 server using the procedure provided in the Connect Remote Exchange Management Shell to an Exchange Server topic, it's normal to see the following warning after you import the Exchange 2010 cmdlets into your local client."
Troubleshooting the Exchange Management Shell

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