That grinding noise your car makes when you try to start it when it's already running--is that bad?

Thanks to a fortuitous accident involving a dropped key fob yesterday, I discovered (after owning it for five months) that my car has remote keyless ignition. The problem is that when I start the car by pushing the button on my key fob, it turns off when I step on the brake pedal, even if I put the key in and turn it to “on” (an anti-theft precaution, maybe?).

I discovered today that instead of starting the car twice, I can turn the key to “start” before I step on the pedal and the car will remain running. This, of course, gives me the awful grinding noise. How bad, exactly, is this for your starter and/or engine?

It’s not something I’d do a lot, but it will be nice to have my car preheated this winter.