The MIME type describes the type of a file. Also see http://en.wikipedia.org/wiki/MIME
This warning means that the Mendix server cannot determine the MIME type based on the filename. Normally a file would be called something like 1.jpg, the mime type is then determined by the extension .jpg as being a JPEG image. In this case this extension is missing so the file MIME type cannot be determined. This affects how the browser will try to open the file (i.e. a JPEG file could be opened by an image editor), when the mime type is not found, the mime type will be set to application/octet stream and the browser will most likely open the file as a download.
Is it possible to add mime types to your webserver or mendix in order to prevent the mimetype warnings?