So much for the special relationship...
I am not sure what specific warning you are referring to, or if you just mean Churchill's broad distrust of Stalin and the Soviets?
Sometimes there is some trouble answering specific questions about Roosevelt. From my reading of the secondary literature, Roosevelt was very reserved with his reasoning and plans. And while he was very interested in cooperating with the British military, science, and intelligence efforts, I do not think Roosevelt---or Truman for that matter---believed that they were obligated to take Churchill's lead on policy or diplomacy. While I don't know about Roosevelts feelings on the matter, in the immediate postwar, I do know that Truman often had a much more positive view of Stalin than he did of Churchill. In Offner's Another Such Victory, Stalin comes off as the light of the party at Potsdam, while Churchill and Attlee came off as a grump and a bore.
But I think that Roosevelt's sudden death in 1945 makes it difficult, in some ways, to understand why Roosevelt made the decisions that he made, because I think his reasoning was very reserved and likely it involved longer term, postwar plans. But dying before the postwar means that we have limited access to what Roosevelt would have done in respect to Stalin and the USSR after the war.
I do know that I read somewhere (and I am trying to rack my brain remembering specifically who argued it) that Roosevelt was not too keen on participating in the international conflicts Britain was having to reassert control over their pre-war colonial holdings. I don't think it was thought of as in America's best interest to help the British reclaim Malaya and Singapore---which really ended up being the British concerns in the Pacific. These kinds of differences in interest between the USA and Britain ultimately meant that by involving the Soviet Union in international politics, the US could play Churchill and Stalin off each other. That is to say, balance international politics by including multiple powerful interests.