Message "X-Accel-Mapping header missing" in Nginx error log

I am running a Rails 3 site on Ubuntu 8.04 with Nginx 1.0.0 and Passenger 3.0.7.

In my Nginx error.log I started seeing the message X-Accel-Mapping header missing quite a lot. Googling lead me to the docs of Rack::Sendfile and to the Nginx docs.

Now, my app can be accessed through several domains and I am using send_file in my app to deliver some files specific to the domain they are requested from, e.g., if you come to domain1.com/favicon.ico I look up the favicon in at public/websites/domain1/favicon.ico. This works fine and I don't think I need/want to get Nginx involved and create some private area where I store those files, as the samples in the Rack::Sendfile docs suggest.

How can I get rid of the error message?