You must be doing some kind of SELECT with an aggregate function the result of which is being inserted. The message means that part of the result set was a NULL, but that is being ignored because of other data being SUMed (or similar).
That message can be suppressed by issueing this statment: set ansi_warnings off
however, if that statement is in an SP then the SP will be recompiled every time it is executed. Alternatively, you can issue the set statement in the session that is executing the stored procedure for the same result but with no recompile. But as madhivanan says, unless it is causing a problem with your application, you can just ignore it.