I was searching for the same thing and on http://www.dbforums.com/showthread.php?t=1216752 I found the following :-
"I've seen this message occaisionally when someone runs ITW (the Index Tuning Wizard) on machines that don't have SQL installed. Our DBAs always install SQL Server Developer Edition on their workstations, and they are the only ones that use ITW, so its been ages since I've seen that error."