This message is generated when FindMinimum or FindFit is used with Method->LevenbergMarquardt, and the first argument is not given as a sum of squares.
Off[message] switches off the message; On[message] switches it on. For example: Off[FindFit::notlm].
Examples
Basic Examples(1)
The first argument has an incorrect form for use with Method->"LevenbergMarquardt":
This shows a valid objective function for use with Method->"LevenbergMarquardt":