Up2date - not signed with a GPG signature

[Don]

I just installed FC4 and am running up2date.  I am getting a message on 
some of the packages saying
"The package xxx is not signed with a GPG signature."  Where xxx is the 
package name.  I have been clicking continue.

1) Is it a problem?
2) Is it a problem that I have been clicking continue?
3) how do I fix this?

Thanks
Don