There are two locations to specify a zip code in OptiMiser. On the Owner/Project tab you can specify the zip code of the owners address. There is also a separate building zip on the Owner/Building tab in case the home is not owner occupied. This owner zip code is automatically used to pre-set the building zip, but the weather data an other regional data are not loaded until the building zip code is set manually or confirmed by clicking the Load button to the left.
If you are getting this message, it is an indication that weather and other regional data has not been loaded. Click the Load button to make the message go away. If you are certain that you have already loaded that data, but OptiMiser is still giving you that message, then please submit an error report.