If an attempt is being made to delete files, using the Secure Shredder, and a file does not exist anymore this dialog will appear. This can occur when a file, after it has been added to Secure Shredder and before it is deleted by Secure Shredder, has been moved somewhere else or has been deleted.
Shredder files warning (Spybot - Search & Destroy 2)
Spybot - Search & Destroy 2
Shredder files warning