SET ANSI_WARNINGS in Stored Procs - how to avoid recompilation bottleneck?

Ok, here's my dilemma.  We're running SQL Server 2000 with the default
db setting for the ANSI_WARNINGS option set to off.  However, we still
get "Warning: Null value is eliminated by an aggregate or other SET
operation" messages.  To eliminate getting the message, we use the SET
ANSI_WARNINGS OFF in our stored procs.  Using that SET command forces a
recompilation of the SP and is causing locks/blocking.  Anybody else
run into this problem and if so, how have you handled it.

Thanks,
-Nate