It pretty much boils down to your ethics. If you want to cheat the system and try to work the manufacturer even though you have knowingly voided their warranty agreement, it's your problem. Being dishonest simply drives up costs for the manufacturers, who in turn hand off more expense to us, the consumers. It will also make them far more reluctant to include any overclocking/enthusiast features.
If you are or have modded your card, treat it as you should - a part out of warranty. The irony is if you are caught all the wasted time and shipping money will have been in vain!