That means that the laptop tries to mirror the resolution (say 1920x1280) to the monitor, and the monitor tells you it can't. Try setting your laptop monitor to something that your external monitor supports also.
So, I am trying to connect an external monitor to mirror the display of my laptop (which is a Compaq Presario V6000, OS Vista). The two are connected via VGA, and whenever they are connected, the external monitor displays "Mode Not Supported", while the laptop monitor displays my desktop image and only that, acting as if it were an extension of the main display, which would be the external display, but instead does not display anything but what was previously stated. Because of this, I am unable to configure the settings for the external monitor while it is connected. Also, the external monitor has worked as a mirrored display before, but I am unsure as to what I did to cause it to cease operating this way and act as was stated prior. Any assistance would be greatly appreciated.