Legally, a vehicle manufacturer cannot void the warranty on a vehicle due to an aftermarket part unless they can prove that the aftermarket part caused or contributed to the failure in the vehicle. So you are taking SOME risk but you are NOT throwing your warranty out the window when you modify your car.
For example, if you put on a pulley or chip your car and THEN have transmission problems, the dealer may refuse to honor your warranty claiming the added engine power "contributed" to the failure. But if you had a problem with your air conditioner and they refused to honor the warranty this would obviously be illegal under the Magnuson Moss Act.