My DH is a chiropractor and he spends a lot of time researching supplements, and he always stresses the importance of ensuring that you have a good quality supplement, but fish oil quality is even more important because of the fact that farm raised fish have higher levels of mercury, antibiotics and pesticides than deep sea fish do. There is a certain level of purification that fish oil should go through to ensure elimination of harmful substances, and there aren't too many companies that pay for this process.
Almost everyone in our society is deficient in Omega 3s (DHA and EPA), and you really can't overdose on it ~ my guess is that the warning label on the bottle is due more to the fact that there is a concern for the levels of bad substances that are in the supplement as opposed to the amount of DHA or EPA you are taking. I currently take over 1 gram of fish oil every day and will continue to do so as long as I BF.
Just take some time to research your brand, DH recommends companies that have a third party assay to certify the purity of their fish oil to ensure that you're getting all of the benefits with the fewest possible risks!