Get rid of initial warning when setting a preferred label

apupier@redhat.com: in the "New Preferred Label" dialog, when opening it, there is a warning, this is not very user-friendly. 2 possibilities to make it more usable: select the first component not already configured or just not have the validation called before first action. (The first one seems fine, we will have a warning when the user will already have configured all elements but I don't think that it will occur often)