It's not an error, but a warning. You're attempting to add multiple parts lists to your drawing file.
By default, UGII_UPDATE_ALL_ID_SYMBOLS_WITH_PLIST is set to a value of 1. This value prevents you from inserting multiple parts lists in a single part file and allows ID symbols (balloons) to synchronize with the item numbers in the parts list.
You can set this variable's value to 0, which allows multiple parts lists to be inserted, however, your balloons will not update with any of the parts lists.
The variable is set in the ugii_env_ug.dat file found here: %UGII_BASE_DIR%\UGII, which is typically here: C:\Program Files\Siemens\NX XX.XX\UGII\
It is advised that changes to the OOTB variables are defined in the accompanying environment file: ugii_env.dat (found in the same location as ugii_env_ug.dat), which makes it easier to monitor which variables have been edited.
Regards, Ben