You are adding to the list of years for which there are no occurrences
This message occurs when editing the list of Recurring Holidays Exceptions, if you are adding a year (at the bottom of the dialog) for which a holiday does not occur which is the same year as one of the dates that is listed as being exceptional occurrences (at the top of the dialog) .
Clearly this is inconsistent : for example, you cannot tell Q++ that the selected holiday occurs exceptionally in 2003 on the date of February 2, 2003 (at the top of the dialog), and at the same time tell Q++ that this holiday never occurs in 2003 (at the bottom of the dialog). This message is there to let you decide which of the 2 options to choose.
If you click on Yes, then the year will be added to the list of years for which the holiday never occurs (bottom list) and Q++ will remove any date in the top list that corresponds to the year added at the bottom. If you click Cancel then nothing will happen : the year will not be aded to the list at the bottom.