If you start your document in a CMYK space and export to a RGB PDF (and vica versa) you will see this message. You can set the blend space to RGB or CMYK for your document according to what is desired. In most cases on export it is a dialog you can dismiss on export (hence the do not show again option). But you say you loose some effects, can you tell us what that is?
Thank you for your reply.
The effect I'm losing is satin I applied to a box. In InD the satin effect
is visible, but the PDF only shows a plain stroke.
On Fri, Nov 4, 2016 at 2:28 PM, Frans van der Geest (ACP) <