incremental refresh with Web.Contents not working

Exactly, it's just a warning, not an error message. If you know that your data source honors the RangeStart/RangeEnd parameters (in the appropriate format conversion )  then incremental refresh will work.  The only sure way to validate incremental refresh is to look at the partition statistics in the XMLA endpoint.  If you see only one partition then incremental refresh likely doesn't work. If you see multiple partitions then it works.  I have a blog entry on that subject if you are interested.