Its been quite some time since i've dabbled with reactor. But a performance warning like that shouldnt have much effect on your actual simulation?
I could be way wrong.
The way to change geometry type and the way reactor handles it is in the reactor object properties window. (Select object, top menu: Reactor, object properties) In there you can apply Convex n Concave n such.
But yeah I think performance warning is just like, telling you something that you might possibly improve to help simulation performance and result, instead of like This is the reason your simulation isnt working, or this will screw up what ya doin. ya hear?
Welcome!