It looks like you're trying to use a Dimension field
from your Secondary datasource on Pages shelf.
You could be using it like this -- but only as an aggregate
(MIN, MAX, COUNT, ATTR etc).
If it's not the case, please explain.
Thanks for responding - the message appears whichever source is the primary. I took this to the Tableau Doctor at the London conference and it seems to be a bug of some kind - its been reported on, so perhaps there will be a resolution...