No, there is not an option to prevent the display of this message. Sorry. It didn't occur to me that this might be something folks wouldn't like. I assumed there would only be a few instances where it would pop up, and after editing just one of the duplicate Filing Names you'd never see it again. And, I imagined most clubs would not have that many duplicate names, and for the few duplicates they had, it would be good to make them unique because the whole point of a Filing Name (just like in the paper world) is to quickly locate a specific household.
Technically it is not the clubber's last name that the system is trying to draw your attention to, but rather it is the Household Filing Name. The system is trying to alert you to the fact that there is more than one household with the same Filing Name. The Household Filing Name (not Mailing Name) really should be unique so that when presented with a list of names on various dialogs and reports you can accurately determine the correct family. Once you edit at least one of the duplicate Filing Names you will no longer see this message.