[BKV122]

You had the car off and a load on the battery, the warning was just letting you know the battery was being used with out being recharged. Once you started it up it was able to recharge and what not, obviously if you sat there for longer with your radio on and keys in the ignition your battery would have died.
You should be fine, if you want you can check the battery voltage with a multimeter with the car off it should be at like 12.5V and with the car running should be at like 13-14V