A former executive for a hedge fund started by the owners of the Mets warned them almost a decade ago that Bernard Madoff had to be doing something illegal to gain such high returns, according to court documents. Noreen Harrington quit her job as chief investment officer of Wilpon-owned Sterling Stamos in protest in 2003. That came after the Wilpon-owned funds placed money with a Madoff feeder fund over her strenuous objections, the trustee suing the Wilpons for $386 million claims.