That error message is the shell PDF of a XFA form.
It's the only thing a PDF viewer sees when it doesn't know about XFA technology.
It's indeed possible to replace the massage with a customized one, but this requires a complicated hack of the PDF file.
Here's a sample that demonstrates that's it's possible.
But, there is still an unsolved problem.
The hack gets's always replaced again with the default message when the form is Reader-enabled, so it's only useful when all users use Acrobat.
Do you think it's possible to grab the error in a script (if reader is not XFA capable). The script would then for example open a dialog box with helpful information for the user.
I don't know.
The messages is hard coded into the shell PDF, so a script won't recognize it.
You propably can add a script to the shell PDF, but it will be replaced as soon you Reader-enable the form.
A manipulation afterwards also doesn't work, as this will make the Reader Extension invalid.
Because popular browsers are using their own pdf readers that do not support XFA we probably will have to look at other solutions than pdf.
It's too complicated for the average end user to have to do something other than just clicking a link in order to open a form. The forms also need to be platform independent.