This warning may not be cause for concern.
At least this is the information posted on the Daily SEO Blog over at SEOMOZ which are big on SEO.
I had come across this story and found it to be quite interesting, and quite a valuable read for those which may be concerned about potentially harming links from anyone out there, including those of the BBC News.
The first link (http://www.seomoz.org/blog/googles-unnatural-links-warnings ) is from SEO Moz.
The second link of interest is: (http://productforums.google.com/forum/#!topic/webmasters/XNBqi7n-UEk )
The second link is a forum discussing about an individual who through Webmaster tools had received a warning about unnatural back links from the BBC.Google+