It helps to provide a bit more detail here. See: When requesting assistance on this forum...
Specifically: What OS? What version of FMP?
Then, please post a step by step description of what you did and what happened.
What's particularly of interest is exactly when this message pops up and whether it's appearing in a custom dialog box or not. If it's in a custom dialog, it's probably due to a script in your file that's executing when you open the file. Otherwise there may be issues with your file, or Operating System settings.