Activating Vampire Warlord’s ability causes a “regeneration shield” to be created for it. The next time that creature would be destroyed that turn, the regeneration shield is used up instead. This works only if the creature is dealt lethal damage, dealt damage from a source with deathtouch, or affected by a spell or ability that says to “destroy” it. Other effects that cause the creature to be put into the graveyard (such as reducing its toughness to 0 or sacrificing it) don’t destroy it, so regeneration won’t save it. If the regeneration shield isn’t used, it goes away as the turn ends.