It generally means that there is an error is a script file (Java Script, VB Script, etc.) that is trying to be executed by the program or OS. There error could be a simple as the programmer forgetting to put in a comma or something significantly more complex.
You may also see this when your version of the scripting engine does not match what the programmer is trying to use.
In the case of Java, is you are using the Microsoft JVM (Java Virtual Machine), which is obsolete, and the programmer is expecting you to be using Sun JVM you will get an error similar to this.
If this error had occured on a web site you would also have to determine whether the error occured on the web server or you computer (error shows up in browser vs. a pop up message box).
Another thing that comes to mind is if this script is trying to make a connection to another machine and the security, virus settings, firewalls, etc. are stopping it. If the programmer allowed for this error you should get a more informative error message. But since you seem to indicate you get it more than just on this game this may not be the case.
So the things you would need to check to start are......
Your OS and patch/service pack level?
Does your computer match the minimum system requirements for hosting the game?
Are you running Microsoft JVM or Sun JVM, or other?
If Sun, is it up to date?
If Microsoft, it needs to be uninstalled and replaced with Sun.
If other, is it up to date?
Too much information?
