Incandescent Only Dimmer: Is LED okay?
There are dimmable LED bulbs on the market. If yours is one of those you should be fine. If you try to dim a non-dimmable bulb you'll most likely see full brightness at high settings and flashing at low settings. You'll almost certainly shorten the life of the bulb. 

The switch label probably considers compact fluorescent bulbs ("energy saving") which are even harder than LEDs to make dimmable. There is just a chance that the dimmer switch requires a minimum load, but I'd expect that to be started explicitly if so.