Basically, the idea is, once you get an object going faster than about 0.3 c, the thing's makeup doesn't even make a difference anymore. A warhead is completely useless - it won't even have time to detonate before it hits it's target.
This happens way before relativistic speeds. Energy is proportional to the square of (relative) speed, which means even a relatively small projectile moving at a few percents of light speed will cause tremendous damage upon impact. This is not a far future problem, but a very real one of all space war simulations.
Most of the time, we tend to model war in space using a mix of blue water navies, and air wars. It sort of works "in our mind" because it looks like things we know, or read about. But it doesn't really stand the test of physics, because energy doesn"t scale (that's the square dependence above mentioned), and because the absence of gravity and friction makes priorities different...
Relativity comes on top of it, but at a later stage.
You also have the time dilation effect meaning that you can't shoot the damned thing down, because it's always ahead of where it seems to be and is closing at such a fantastically fast rate that interceptions are pretty much useless.
I don't think this is how "time dilation" works. In special relativity, time dilation is pretty much a "mathematical gotcha". Since the speed of light is constant in every frame, clocks can't "flow" everywhere at the same speed, hence the time dilation. But for one observer (either the missile or the target) time always flows at the same speed, and so long the missile closes in below light speed you can detect it before it reaches you, and react accordingly, if you detect it soon enough, and react fast enough.
Again, this exists in the non relativistics world : that's the reason why you can dodge a frisbee but not a bullet...
Francois