Dear KP,
There are 3 types of messages in SAP
1 Information message (Just for information & also it won't prevent you)
2. Warning message (Just like information with warning & but it won't prevent you)
3. Most important error message (this is very dangerous because it won't accept you do another step)
but your case 2nd one so need to worry & also if you share the screen shot it will more helpful to us where we can give full answer.
Ur's Mpoahn