Thats easy, whatever warning was coming just turns into the consequence! I have had a player once say something to that effect a couple of seasons ago: "I don't want to listen to what you have to say, just do whatever you want to do!"
Okay, have the caution. He took it without word and behaved for the rest of the game until a mass confrontation broke out and he got sent off for coming from nowhere and grabbing an opponent around the throat. No complaints, off he went.
Might sound odd, but I get on with him really well now.