No not at all.I love Weird Al and would be honored to have him parody anything I did.I imagine most celebs feel the same way or he'd be getting sued by now.Especially since his current song hit number 1 on VH1.
I love Weird Al too, he is very funny. I have heard that the manager of James Blunt did not like his parody of "you're beatifull" - this is why Weird Al has not made a video on the parody .