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This is a warning directly from PHP, and indicates a very verbose level of logging is enabled on your server.
See PHP error_reporting
They don't mean that anything is wrong with your install, just that the code is probably taking some short-cuts.
It is unlikely you will encounter (or use) this setting on a production server, but your PHP configuration may have come with it turned on. It is safe to turn these notices off and you can do so as documented in the PHP section of the drupal requirements document by making a change in your php.ini.
error_reporting = E_ALL & ~E_NOTICE
It is a goal of Drupal 6 to eliminate even this level of 'notice'-level warnings in core code, although it's likely that in-development modules may still throw them now and then.
In Drupal 5, the answer is - yeah, just turn off that logging.
In Drupal 6, the answer is - if you really really care - raise an issue against the module that owns the name named in the message. You may be told to just try solution #1 :-)