Surrey won the toss and decided to bat first. Although Walters was bowled by Sreesanth early, Surrey through Brown (56) and Afzaal (44) looked to be making a big total.
However, once the duo were out, Jon Trott took 3-36 from his eight overs with Sreesanth and Ant Both both picking up braces.
Surrey went from 142-4 to 172-8 and closed on 200-8.
Warwicks had Neil Carter out for 25 when he was caught and bowled by Dernbach. However, Jon Trott and Ian Bell were in superb form with the bat.
Trott made 79 not out whilst Ian Bell was 93 not out, 12 fours from 88 balls as Warwicks reached 204-1 with five overs to spare.
Warwickshire's next game is a County Championship game at Lancashire next Wednesday.