Psst... addicted2tech, BMF79, and 07kngrnch; Fatboy97 has the correct answer to address the message.
The reason for the message in question is because the account on the Play_Store (where you get your apps form Google Store/Play) has a "Default Setting" to putting items you download straight to your Home Page and now where else... Vuala... Got it.
Regardless of any launcher you pick you should INEVITABLY use up the home screen space (logically that makes sense). So just UNCHECK the auto-add... to home box in the settings. Again, here's how you get to it... btw did I not mention Fatboy97 got it right
Play Store > Go to the home page on Play Store
Menu > from your phone tap the menu button (hint: left bottom corner which highlights after you touch)
Settings > Select the Settings in the popup menu.
"De-select" Auto-add widgets >" disable the direct download to home only page on your phone...
Exit > exit the settings menu and now any app you load will use the page you are on from where you evoked the play store.... happy downloading