When and how often does this notice appear? Immediately after startup or when you're in the middle of doing something? Does the notice disappear after a bit and things change to a green (protected) status or do you have to re-scan your machine? If the notice appears immediately upon startup it's possible you're just experiencing a bit of lag time before MSE fully loads. Especially if it disappears on its own.
If you recently scanned your machine but then install a system image (for example) the MSE will tell you you're unprotected, need to update, need to rescan, etc.