Bottom line . . . don’t put anything on the internet that you don’t want for public consumption. Your “friends” on facebook can download your pics onto their computers, can save your messages, etc . . .
Facebook is just stating the obvious. (you posted a pic on our server – you must not have a problem sharing it with the internet . . . ) I’m not going to cancel my account – I’m going to continue to be aware that anything I put up there can be used at anytime for public consumption . . .