which vim version ? Do you have a tags file in your current directory or does it
happen regardless of your current working directory ?
Is it reproducable with the latest vim version 7.1.233 ?

It was happening with vim-enhanced-7.1.230-2.fc9.  Did not matter what directory
I was in.  I will try 233.

Yes it still reproduces in 233.  Is there perhaps a Requires missing?  This is a
fairly minimal install.

yes, that was the missing hint. I can reproduce it and I'm testing a fix now.

please try vim-enhanced-7.1.233-2.fc9
                                ^

looks like it works now

The bug depends on the vim plugin "taglist". The plugin requirers the "Exuberant ctags" wich you can download at http://ctags.sf.net. After you have unziped it, you have to add the ctags location to the PATH variable, or set the Tlist_Ctags_Cmd variable in the .vimrc file (http://vim-taglist.sourceforge.net/manual.html#%27Tlist_Ctags_Cmd%27). 
e.g.
Windows:
let Tlist_Ctags_Cmd = 'd:\tools\ctags.exe'

Unix:
let Tlist_Ctags_Cmd = '/usr/local/bin/ctags'

Now restart Vim and the message shouldnt pop up again