There are two settings for audio with the Sony VX2000, 32 kHz and 48 kHz. If you have the camera set on 32 kHz, there is no "Easy Set-up" in FCP with audio at 32kHz so you will always get that warning. What will happen is unless you turn off the audio beeping in the preferences, you will get the red line on audio and the annoying beep until it is rendered. You can turn off beeping as long as you remember to render the audio when your project is done.
If you have the camera audio set to 48 kHz and your project is also 48, you shouldn't get that warning because the capture matches the project. That being said, if you still get the warning, highlight the clip in the browser, go to edit-item properties, you might see that maybe the camera audio ended up being, say, 48.0005 for some inexplicable reason--hence, the warning. Same thing about turn off the beeping or after render should be OK. I have never had a problem editing with it like this.
Or you can go into an audio editor (I use Peak for other things, or Soundtrack Pro or maybe even QuickTime Pro) and render it out exactly to match your project settings and re-import, link to your video, and start editing.