This happens because you're installing a package on the machine and that package uses the DMScript language to perform the installation. It's not an error, most likely you forgot to 'background' your installation script in the package and dmscript.exe tries to pop-up the execution progress UI. Look in the procedure options and add the 'background' option, maybe this message will dissapear.
I've also seen this when the agent was not supported on the installation OS - i.e. r11.2 agent with Vista or Win7 without the agent being certified for that OS.