When you see this message, are you using the SAS Add-in for Microsoft Office? If so, you may want to post this question in the "Integration with Microsoft® Office" forum at:
http://support.sas.com/forums/forum.jspa?forumID=7&start=0
This problem may be fixed in a newer version of the add-in.
A possible workaround is to set the maximum number of selections as a constraint.
Vince DelGobbo
SAS R&D