This message appears when you delete or move the original photos that were used to create your album. Web Album Generator requires all of the original photographs so that new photo size settings can be used, among other things.
To avoid this message, make sure that all your original photos are in the same location as they were when you first created your album. If they were on a CD or USB key, you can simply re-insert the drive and Web Album Generator should find them. If you moved the photos from their original location, you can click the "Find missing photos" button and select the folder where they are now; Once you select that folder, Web Album Generator will update the locations for you.
I hope this helps!