you have a transparency type that will possibly not work correctly with a +alpha setting eg: 'stained glass' - anything other than 'mix' may cause this message

it will work with a true colour bitmap copy AFAIK - but then you will need to remove the white

its possible you may get away with it as +alpha though, sometimes it is ok

its also possible exporting as a PSD and then exporting from photshop may be ok but no guarantees