[EDITED, 25-Sep-2011 15:42 UTC]:
The warning is not really helpful, because it concerns a future release. TMW explained, that it is always possible, that a thread is starting other threads and that the limitation of core cannot be assured. But removing maxNumCompthreads for this reason is even worse. Running a program on a single core does not mean, that it is the same core all the time. The operating system can distribute the work between several cores. Under Windows you can bind a process to a core and there can be good reasons to do so (there should be equivalent methods under other OS also). But MATLAB is a very heterogenous program and I do not assume that this is really an advantage.
Best Answer