I think I've figured it out.
The yellow exclamation mark means that that media server has not received "publishing information" from the remote agent in over 24 hours. It will remain this way for 13 days and then I guess it will be automatically purged (from the "Favorite Resources" node).
The publishing option is an option you can set on each remote agent. By default when you push the agent from the media server, it seems to publish itself once (therefore it appears in the Favorite Resources node), however the option to continually publish is disabled in the agent. Therefore on the first day, the server appears without the yellow exclamation mark, and then after 24 hours it appears and remains with the exclamation mark forever (until it is purged in 13 days I assume).
If you logon to each server and set the publishing option in the agent, the exclamation mark goes away.
This is why I always had 2 or 3 servers which showed up without the exclamation mark. They were the new servers which I'd only installed the agent on in the last 24 hours.
This is explained on page 319 in the Backup Exec Administrator's Guide PDF.
Hope this helps.
Cheers,
David