LoadComplete displays this message when you are deleting some project item (or items) whose files are located somewhere outside of the project’s folder. Typically this happens if the project item is shared among multiple test projects. In this case, deleting the item from disk will make the other projects non-functional. So, LoadComplete displays this message to warn you about possible danger and ask for your confirmation.
Before deleting the project items, it is recommended that you check that they are not used in other test projects. If you do not know whether the item is shared or not, ask your colleagues or team leader.
Note that instead of deleting a project item, you can simply exclude it from the project. The item will not belong to the project, but it will remain on the disk. So, you can delete its files manually any time later or restore the item, if necessary. To exclude an item from your project, right-click the item in the Project Explorer panel, choose Remove from the context menu and then select Remove in the subsequent confirmation dialog.