The message is appearing for one of two reasons:
There are transactions in the selected allocation list that are from a period beyond the one being allocated to.
Transactions in the selection have existing allocations in a later period than that selected for process.
In either instance, Financials will not allow the posting as it would have a detrimental effect on the allocation history.
It is possible to work around this by unsetting the option to 'Allocate to the latest year/period of the transactions selected' which can be found in the System Options area. However, doing this can cause problems with the aged reports as allocation information can conflict, meaning that a transaction will show as fully allocated before the final entry.