Lorace, it usually means one of two things:
1. (Most frequent) You're pointing at an adjustment layer that really has
no pixels; you need to switch layers to one with image content, like the
2. You're making a very small selection with a relatively large feathering
value (check Select>Feather)
If you could say a little more about the precise cirstances under which
you get the message, I believe we'll be able to resolve quickly.