Broken Branches

I just don't get Paul. Is he trying to encourage those who are converts, or discourage them. For example, what is the purpose of the following warning?

17If some of the branches have been broken off, and you, though a wild olive shoot, have been grafted in among the others and now share in the nourishing sap from the olive root, 18do not boast over those branches. If you do, consider this: You do not support the root, but the root supports you. 19You will say then, "Branches were broken off so that I could be grafted in." 20Granted. But they were broken off because of unbelief, and you stand by faith. Do not be arrogant, but be afraid. 21For if God did not spare the natural branches, he will not spare you either.

- Romans 11:17-21

Is he saying, "God has chosen you but he may unchoose you?" Earlier in the same chapter:

5So too, at the present time there is a remnant chosen by grace. 6And if by grace, then it is no longer by works; if it were, grace would no longer be grace.

- Romans 11:5-6

So do I, as a gentile, need to worry about God breaking (pruning?) my branch away? Paul becomes even more explicit:

22Consider therefore the kindness and sternness of God: sternness to those who fell, but kindness to you, provided that you continue in his kindness. Otherwise, you also will be cut off. 23And if they do not persist in unbelief, they will be grafted in, for God is able to graft them in again. 24After all, if you were cut out of an olive tree that is wild by nature, and contrary to nature were grafted into a cultivated olive tree, how much more readily will these, the natural branches, be grafted into their own olive tree!

- Romans 11:22-24

And so it seems that we almost face a game of musical chairs - whoever is found in unbelief when the music stops and judgement comes will be 'out'. The Jehovah's Witnesses make a lot out of verse 4, which is actually a quote from 1 Kings 19:18:

18 Yet I reserve seven thousand in Israel-all whose knees have not bowed down to Baal and all whose mouths have not kissed him."

- 1 Kings 19:18

They believe that all they have to do is go and find the 7000 (although I think their number is somewhat larger - I can't remember off the top of my head) who God has chosen - the Elect. Once all of the Elect have been found, God will be able to bring on the judgement day. At least that's the way I understand what they say.

Still wrestling with pre-destination - don't know enough just yet I don't think.