There are a few things that could have happened. First, you might have had a resource opened that you deleted, and/or you might have chosen not to save your resource files on exit (which would be a bad thing). The most common source of this error is running your code through the debugger and getting some of the MFC library source in your workspace, which your compiler is usually too lazy to bring back up for you the next time you open the project. This could also be true for files in other directories that you brought in for reference or whatever. It could also be a too-high-color-for-display bitmap resource, or a .WAV resource, neither of which the devstudio is terribly happy about loading up a display frame for when you start.
It's mostly just devstudio weirdness, I always hit the "OK" button and forget about it, as I have never had any actual problems relating to that warning.
-fel
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