I was curious because I've seen this occasionally myself. Ms. Google says that message happens if you have Excel open twice and try to paste from a workbook in one instance to a workbook in another instance. To be clear, this is not simply copying from one workbook to another. This is when Excel has actually been started twice. You can reproduce this behaviour by running Excel twice and entering a very simple formula = 2*3 into a cell in one of the workbook. Now highlight those cells, copy them and try to paste them into the workbook in the other instance of Excel. You will see the warning message.