In 8 bpp X mode, Xscreensaver always seems to complain that it can't allocate some colors (3 messages) when it displays the unlock (user/passwd) screen. If this problem is unavoidable, I think the warning messages should not displayed so explicitly on the screen, as it now will be shown to all 8 bpp users all the time.
Some of this should be fixed in xscreensaver-3.29-1.