Currently, LDView generates a warning when it encounters white space in the filename of an LDraw file in a type 1 line. When LDView 4.1 was released, this was perfectly reasonable, because even though LDView could load such files (using the same algorithm as MLCAD), the LDraw spec didn't mention how that should be done.
Since then, the LDraw spec has been updated to standardize the algorithm MLCAD uses, so warning about white spaces in filenames is no longer really a good idea. However, DAT files in the official library are not allowed to use spaces in their filenames, so I plan to go with Tim's suggestion, and leave the warning in, but only when processing a part, sub-part, or primitive.
Since then, the LDraw spec has been updated to standardize the algorithm MLCAD uses, so warning about white spaces in filenames is no longer really a good idea. However, DAT files in the official library are not allowed to use spaces in their filenames, so I plan to go with Tim's suggestion, and leave the warning in, but only when processing a part, sub-part, or primitive.