If you see this warning on an article, it is most likely because someone (perhaps you?) has attempted to cite a boxed set, but there are multiple products inside the boxed set.
It is not necessary to cite a specific book in the boxed set when referencing the boxed set in general, but it is if you provide a page number, because page 4 might occur 3 times, once for each of the books in the box.
If you have encountered this warning on a page you have edited, please specify which book in the boxed set you are referencing. To do this, you can examine the article for the "boxed set" template you were trying to use. For example, Template:Cite book/Forgotten Realms Campaign Setting 2nd edition (revised) contains a list of links to valid citation templates that refer to specific products within the box, so choose the appropriate template from that list and alter your citation to use it.
Often, there might not be a list of products on the "boxed set" template article. If the article lacks this information, please try to add it.
If you have encountered this warning on a page you did not edit, it might be difficult to summize which product the original author of the cited text was meaning to use. Do not simply guess – you could easily introduce further inaccuracies. If you have the boxed set in question, check to see if the citation is accurate. If not, there will be no choice but to remove it.
Warning: book within boxed set not specified