Unless the element is hidden, no fade will occur, you need something like this:
$(".warning").hide().fadeIn(4000);
You can give it a try here, also $() is deprecated in 1.4+, you should use $(document) or the shorter version, like this:
$(function() {
$(".warning").hide().fadeIn(4000);
});
The alternative is to give the element a display: none initially but this breaks for JS-disabled users, or if JavaScript errors occur preventing the fade, so you may want to steer clear of this approach.