It means that the tx manager is committing an xa transaction with more than one participant, but at least one of the participants is not an xa capable resource adapter. Therefore, if something goes wrong during commit, your databases will be in an inconsistent state and there is no automatic recovery possible.
As far as I know, the most likely way to get this situation is to use jms with a non-xa database such as (with our current example set, hint hint) anything but Firebird or Informix.
OK. Gotcha. I remember the documentation for the SQL Server driver stating that there were some stored procedures that needed to be installed for XA capability. I haven't done that yet, but I guess I should.