This message is indicating that the device you are trying to poll does not support this particular OID. When Orion sends the SNMP request to get information from this OID of the device, Orion gets no response back, or an unsupported response.
Is this with a Get or GetNext request when testing this? Do you get the same response with the other method?
If so, you will need to contact the vendor to ask why the device doesn't support that OID. If the device responds with the other method, then contunue with the creation, but change the OID to match the OID in the result.
I'm actually receiving this message with the MIB Viewer and MIB Walker tools. I was trying to trace down some traps that are coming in and wanted to make sure that error was coming from the device and not the software.