Audyssey takes a 'snapshot' of a speaker during the auto setup phase and as there are many ways of designing a speaker and arranging the phase performance, it can sometimes say that a speaker is wired out of phase as a result of the measurements.
This message is really intended for you to double check. If you have checked and are satisifed that your speakers are definitely in phase, then simply continue the setup.
It is possible to wire the speaker out of phase and allow for the measurement to be taken if you want to. It will not harm the amp if the speaker is kept out phase and for as long as you are using the Audyssey settings, the performance will be 'correct.'