You can add a macro that pops up a message when the workbook opens:
Sub Auto_Open()
MsgBox "Do Not Copy!", vbInformation, "Disclamer"
End Sub
But that depends on the user enabling macros.
Another option is a new worksheet with your disclamer, which you make the
active worksheet when you save it. Granted users can later save the
workbook with another sheet active but you know they will see it the first
time at least.