That is a pickle... After issuing what command do you get this message?
I thought it would be the case when there are no endpoints that had send IGMP report... i.e. noone is listening to the group, or there is a group but there is no source...
Please post the command that had this in output and the platform you issued it on.
Also, here is a really nice Multicast repository from cisco, including official (although outdated) training.
ftp://ftp-eng.cisco.com/ipmulticast/training/
A lot of info is at:
ftp://ftp-eng.cisco.com/ipmulticast/index.html