Hi Kev,
Correct and they do usually work fine, - as you are seeing from the fact that you have iGRID running.
I'm not saying it won't, or isn't working, just that it is the 'new variable' in the setup, so the most likely to have resulted in the voltage error being displayed - unless you had voltage errors previously but just didn't notice them?
Try removing the dongle again (power down first - it's not good to swap WiFi dongles in or out with the system running), then reboot and see if the warning comes back. Then try gently wiggling the power lead at the microUSB connection - while monitoring the Home Screen for Voltage errors and also watching for the red power LED on the main board just below the P3i antenna socket - it's a bit difficult to see, but it (or at least the glow from it) should be visible through the slots at the side to the left of the power socket. The LED should stay solid red. Any dropouts or voltage error messages and you probably have a defective microUSB socket or cable. If this doesn't reproduce the fault, power down again and replace the dongle. If the error then returns it must be the dongle that is causing it.
Regards
Peter