Diego Rodriguez is right, of course: metacool: On Seth and prototypes and storytelling. Your protoype is part of your story, and you need to make that clear. Show someone a photoshop page pretending to be a website and the expectation is that the site is working and this is what it's going to look like when it's done.
Show them a printout of that same page, and the story is very different.
I differ, though, in how you tell the story. Disclaimers don't work. At all! Instead, it needs to be in the way the prototype feels and is presented.