Howdy Tracy,
Sorry for the delayed response. Block Bad Request is not yet supported in OpenLiteSpeed. We should have this dealt with in the next release. (Not quite sure whether we'll have the feature ported to OpenLiteSpeed by then or just remove this from the WebAdmin until it's supported.)
In the meantime, you can ignore the message. It just notes that Block Bad Request is not supported. It won't affect anything else. All other features of per-client throttling are supported.
m