Just to go a little further on this problem and for anyone else who's experiencing it and finds this thread, the ICC Profile warning usually occurs when you have an RGB image placed in a CMYK document. Fortunately, in InDesign, you can choose to view an ICC Profile column in the Links Panel. Go to the Links panel, in the pull down menu, scroll down and select Panel Options... In the Panel Options pop up window, select ICC Profile under Show Column. In the same Panel Options window, you can also select Color Space. This will tell you if an image is CMYK or RGB without having to look at each image's Link Info. Hope this helps future troubleshooters.
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