This message is displayed if you try to view the source code of a routine you selected in an AQTime panel (Report, Setup, Details, etc.) and AQTime cannot find the routine's source file (it's found neither in the project's folder nor in the Search Directory dialog, or in the Project Search Directories dialog).
If you want to set the search path for the given source file, press Yes and specify the desired path in the resulting Search Directories dialog. If you want to cancel viewing the source code of the selected routine, press No.