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I bought mine in august of this year (2011), a 2005 coupe. After 2 days the check engine light came in, then went away. I figured it was the gas gap not being put on right by Chevy. After another week I got the same warning you did. Turns out there's an issue with the fuel sensors that cause this. Mine is being fixed today. I took home and bought the extended warranty...waited a month, and brought back in. It's a $1400 job!!
Good luck..it doesn't effect anything with the car so you can drive without concern.