Ignore the warnings. But in James base you need to have your Jtag/RGH on when you build it, it automatically sends the .dll to hdd:\Games\Call Of Duty Modern Warfare 2\
You can change this in Project --> dll_load Properties --> Configuration Properties --> Console Deployment --> Copy To Hard Drive.
And yeah you will need Xbox 360 Neighborhood, and xdbm.xex as a DashLauch plugin, and your computer and Jtag/RGH connected to the same network.