Tutorial: Introduction to GDAL
4. Reprojecting GIS data
4.2. Reprojecting vector data
For vector data the gdal vector reproject command is used to reproject vector data. The syntax is:
gdal vector reproject -d EPSG:XXXXX <input> <output>
Here we'll convert the OpenStreetMap road data to the Amersfoort/RD New projection.
1. Execute:gdal vector reproject -d EPSG:28992 roads.shp roadsreprojected.shp
The command is executed (it takes some time), but gives a warning.

2. What does the warning mean?
More information about the gdal vector reproject command can be found here.