Importing OL files into Final Cut Pro

Now testing OnLocation with a view to recording live for a rapid-turnaround project.

I recorded (without tape in camera - neat!) directly into OL, with my Sony Z1 in DV mode (to avoid the whole .m2t hassle of HDV).

Then used OL to export the clip.

FCP imported the result, with the folloinwg "Media Performance Warning:"

"The following media files are not optimized for Final Cut Pro. It is highly recommended that you either recapture the media or use the Media Manager to create new copies of the files to improve their performance for multi-stream playback."

The files seem to play okay but should I be concerned? If I use Media Manager to create new copies of the files, exactly which option should I choose? Is it simply a matter of copying the file with MM?

Bob C