Volume 4 has another great FBI warning. It's Gauron warning you not to copy, etc. the disk. Now for the warning clips, here's my ranking from best to worst.
1. Sousuke
Gauron
3. Kaname
4. Tessa
Only other fun FBI warning I've seen is the one on the Excel Saga disks. "Don't touch my toot-toot pact" is one of the things mentioned.
Samantha
Kaname: "Sousuke, you are the only person I trust."