Windows XP wont show that message because it isn't a feature of XP to detect that...
I'd imagine there is a registry entry somewhere you can set to get rid of this, but from a google search nothing seems to have been suggested that. I'd just put up with the warning, personally... as long as the battery life is sufficient for your purposes then there is nothing to worry about.
You could try the calibration procedure anyways, you might get some improvement in percieves battery life. But I would suspect that notification comes on based on data from the smart-chip inside the battery and it is probably locked to the serial number of the battery or something, thus once set will not clear.
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