I sometimes get the "Could not find" warning as well. I often find exiting out and reloading fixes it. Skyrim has a little issue where it sometimes loads before it fully runs programs. It is not recommended to play, and especially not to save, games with error notices. This is more likley if you have big, complex, slow processing mods and a fast, modern computer which doesn't give all the mods time to run before it dumps them. If a restart doesn't clear it, then try fiddling with your install order like Supersaiyangoku84 suggested above.