Each generated message, generated by OstroSoft SMTP Component, contains X-Mailer header with application name and license type (for example: X-Mailer: OstroSoft SMTP Component (Non-commercial license)).
Non-commercial license of OstroSoft SMTP Component also inserts X-Warning header, stating the following:
"X-Warning: Using of this component for unlawful activities is STRICTLY PROHIBITED. Full text of license agreement, governing the usage of this component, is available at http://www.ostrosoft.com/smtp_license.txt"

How do I get rid of X-Warning header?

Buy a commercial license of SMTP Component.

Is X-Warning header going to trigger anti-spam filters?

No, it was carefully worded not to trigger anti-spam filters.

Why is X-Warning header necessary? Why isn't it present in commercial version?

We felt that simply downloading the component does not warrant accepting its license agreement. X-Warning header reinforces the acceptable usage of SMTP Component and (somewhat) protects us in cases it is violated
Header is not present in commercial versions because you agree to acceptable use by buying the component.