You are changing macro selections which use the INCLUDE_MACRO directive
This message occurs when you change the selected macro and that macro either uses or is used by another macro as an included macro. This inclusion can come from 2 sources :
• If the macro always refers to a macro of the same index, then use the INCLUDE_MACRO directive directly inside the macro's source code.
•If the index of the macro index may change from one script to another, then use the INCLUDE_MACRO setting of the current script's initial conditions.
In either case you should say YES and let Q++ reload the list of macros.