Now connect to your iphone using Putty (or whatever, you can even use the terminal on the iPhone itself)
and browse to the following directory: /System/Library/Carrier Bundles/Unknown.bundle/

Before you do anything, make a backup of the carrier.plist file:
cp carrier.plist carrier.plist.bck

The carrier.plist file is unreadable in firmware 2.2, so convert it to something readable with:
plutil -convert xml1 carrier.plist

Now use vim or nano to change the “ShowCallForwarded” and “ShowCallForwarding” keys
to “false”.

This leaves all forwarding configuration alone, but just disables that pesky message.
For the fun of it, type “reboot” in your terminal, wait a couple of minutes for your iPhone to reboot,
place a call and verify that the popup message is gone!! wh00t!

source: http://weyland.be/wrdprss/index.php/2008/11/24/disable-call-forwarding-active-popup-on-iphone-22/
source: http://modmyi.com/forums/file-mods/13589-removing-call-forwarding-active-pop-up-message.html