Pull down file menu and check "File Options". You'll probably find that it specifies a script to run when the file is closed. Either this script has been deleted or a script performed by this script has been deleted.
This is what's triggering the error message you see.
hu, you're totally right. i did not consider that the file was created modifying another one which was set to run a script upon closing: i might need to sleep more hours! Thank you, PhilModJunk