Warning signals do reduce damage though: if you hadn't gotten the warning then maybe you would have continued burning your eye. I certainly would have continued looking at the UV light if I hadn't felt any pain.
(And I own a pair of wavelength-matched laser goggles now, as should you if you're going to do anything at all with a laser and any kind of focusing optics. Carelessly enough handled, even a 5mW pointer beam can pose a real risk. Don't make the same mistake I did!)
Fascinating though it was, I have to say I found the experience with very little to recommend it, not least because it disquiets to realize that the click you've just heard, conducted through the bone and tissue of your head, was produced by a small volume of fluid inside your eyeball suddenly boiling.