Interesting, I just tried compiling this with gcc 4.4.5 and got no warnings:

  #include <stdio.h>
  #define ADD(x, y, z) \
  do { \
  z = x + y; \
  } while (0)

  int main(int argc, char *argv[])
  {
      int z;
      ADD(1, 3, z);
      printf("z = %d\n", z);
      return 0;
  }

If your compiler complains about the do{} while (0) construct in macros, I'd be inclined to treat it as a bug and complain to the vendor.