If you're seeing this message in Excel, it's because you are trying to import an XML file that Excel does not understand as a valid schema.
One example where this can happen is if you try and import an XSD file instead of an XML file.
To correct, you should probably validate the XML file you are trying to import to make sure it is the right type and the XML is well formatted.
If you don't want to see messages of this type in the future, select the In the future, do not show this message check box.
Click OK if you want Excel to continue the import process. Note that Excel will generate a new schema for your XML file by analyzing the data included in the file. The results might not be what you expect.
How do I cancel the import?
If you click the Close button on the dialog, Excel continues the import process and then opens the Import Data dialog box. If you want to cancel the import procedure, click the Cancel button on that Import Data dialog box.