First save the file anywhere, but NOT directly in the Library, e.g. on the desktop. When done, move it (click Option, this will make a copy and the original will remain where it is) to Library/Keyboard layouts; then logout or, better in Mavericks (so Apple say) restart; when back in the system, go to sys prefs/Keyboard (in Mavericks) or International (in previous OS’s) and activate the new keylayout.
You should not receive any warning, if you see a warning, something was badly done.
Note that the newly put keylayout (in /Library) is not visible if you do not at least log out and log in back again; in Mavericks, Apple say a restart is required, not a simple logout and login again.