Ah yes, the OrgPrepCheck tool. That explains it.
Yes, the OrgPrepCheck tool runs a number of tests and one of them is to see if the local server is joined to the local domain's Exchange Domain Servers group. That particular test is, as you pointed out, too early and will always have this warning. However, in the logs there is a little disclaimer that says "If the local computer is not running Exchange Server 2003, this is not a problem". So as long as you don't have Exchange Server installed on that server yet, you can safely ignore this warning in the OrgPrepCheck tool.
If you run OrgPrepCheck after installing Exchange on the server and you are still getting the error, then there would be a problem because the server wouldn't be getting added to the EDS as expected. Just be sure you are pointing OrgPrepCheck at the Domain this Server is joined to, prior to running the tool.