I'm curious about that message also. I haven't seen it appear with my own files, but a file sent to me showed that behavior even thought it functioned normally. The message may have nothing to do with why your look ups aren't working, but I'd run a recover on the file just to be on the safe side.
"lookups" can be done in several different ways. I suggest describing the exact method you are using in more detail.
In particular, given this message, are you looking up data from a table in your current file or from a different file?