This error has the following cause and solution:
You are trying to check in a checked out file that you have not changed.
Click Yes, and Visual SourceSafe checks it in anyway. (Clicking Yes All checks in all selected files.) This creates a new version of the file, with an optional comment.
Click No, and Visual SourceSafe undoes the check out of the file. (Clicking No All undoes the check out for all selected files.) No new version of the file is created in this case.