Obviously I don't speak for Bruno, but I'd guess that part of being allowed to use the DVD trademark (ie name and logo) involves signing a technology license that prevents allowing circumvention of such adverts and warnings. To the best of my knowledge no vendor-supplied player can skip them.

However, since nearly all of the players now are implemented using DirectShow filter technology, and the filters themselves do not (can not?) have that limitation, a DirectShow-based third party UI that uses vendor-supplied filters can circumvent the FBI warning and adverts.

What you want to do is get Zoomplayer from inmatrix.com and check out its bookmark feature. It'll happily use your ATI-supplied filters.