All,
I found this on a Yahoo Answer board and it worked for me today so I thought I would post it here:
"Had the same problem with my 2006 GMC Sierra. I turned the ignition to the run position (don't crank motor), when the warning came on I held the unlock button on the key fob until the warning was removed. I took out the key, locked then unlocked the door. When I put the key in the ignition, the warning doesn't come on anymore. Hope this helps someone, I messed with this for a good hour."
Following these directions, I was able to resolve this issue in seconds.
Hope it helps someone else.