Are you clicking on a folder with the same name that contains the database?
I get the same problem using the trial version of 12.
I didn't make a link with it opening after using in FMgo as the problem occurs opening a file that was last used on my laptop.
If i double click on the file it tries to open Filemaker and then shows the above error message. Then it opens the trial software and I can double click on the file again and it works.
I believe the os is attempting to open the FMP12 file in FMP11.
But I haven't investigated it any further.