During the first reboot after installing SP1 for Windows XP, you receive:

Advanced INF Install Message:
%REMOVE_NODIR_ERROR%

When you press OK, everything still works?

If you edited Sysoc.inf to disable Windows Messenger. you may receive this message.

The message may be safely ignored.

Microsoft says that the proper way to disable Windows Messenger is to use tip 4858.

NOTE: See How can I prevent Windows Messenger from being installed for new users?