This message will only appear when entering into a position if you do not have enough free Margin to pay the Initial Margin for the position.
In order to increase the margin, you will need to deposit funds, increase the leverage, reduce the volume of your proposed trade or close out any existing trades that are utilising existing margin.
What should I do if MT4 cannot connect?
What does the "Invalid Account" notification mean?
What does the "Trade is disabled" notification mean?