This is a harmless message from Excel, which occurs when you attempt to enter MSQuery to modify the underlying query of a pivot table. Excel is attempting to use the Query Wizard (instead of full-blown MSQuery) to edit the query, but most MasterMine queries are too complex to be handled this way. Therefore, it fails and gives the message.
To turn off this ""feature"", which will have no practical effects on your use of Excel unless you prefer to build other queries against external databases using the query wizard (a rare few), do the following:
1. On the ""Data"" menu, hit ""Import External Data"" and ""New Database Query""
2. When the dialog comes up, uncheck the box labeled ""Use the Query Wizard to Create/Edit Queries""
3. Hit ""Cancel"" (your change will be saved, even though you hit cancel)
4. Close Excel
Now the message won't come up anymore.