A couple of points:
1) For virtually every MS SDK I can think of, everyone has to download it. I can't think of any where this isn't the case, although I wouldn't be surprised if there was a couple. That's standard MS practice.
2) I think those things always voided the warranty. In general, I think hacks, whether on Android, iPhone, Wii, Roombas, Dysons, or whatever will void the warranty.