Diagnosis
You want to define favorites. These can be created and used in theprogram currently running, but will not be available the next time theprogram is started.
The message is displayed once only.

Procedure for System Administration
A user name (for which the favorites are defined) and a context (inwhich the favorites are valid) are expected for the current program tostore the favorites. One of these two requirements is not met for thecurrent root object of the favorites folders (and hence for allfavorites). This means that the favorites do exist at runtime but willnot once the program is ended. As a consequence, the favorites will notbe available the next time the program is started.
The requirements must be implemented in the source code of the currentprogram.