This is a message about a duplicate internal pointer to a drawing object. Can result from an error in ARX add-on application or improperly released XRef or DWG coming from a non-Autodesk software.
In Mechanical Desktop, this may be result of a bug in externalized parts, and it can be ignored.
You can delete (erase!) the complaining object by entering:
on the command line (replace MYHANDLE with the hexadecimal code reported by the AutoCAD warning message).
To highlight the object before deleting it you can also use: