An entity has been detected (a string beginning with "&"). And this entity is not known.
Very often this is due to a link defined like this :
BAD <A HREF="http://www.domain.com/cgi?x=123&y=456">
GOOD <A HREF="http://www.domain.com/cgi?x=123&y=456">
All special characters in HREF should be encoded. "&" is a reserved character to begin an entity. (ex: &nsbp). "&" in HREF field should be encoded as his equivalent entity "&", even when used as a separator for parameters in the URL. Before to make you an opinion about this, please read carefully this page.
W3C spec: http://www.w3.org/TR/html4/appendix/notes.html#h-B.2.2
W3C CDATA: http://www.w3.org/TR/html4/types.html#type-cdata
HtmlHelp: http://www.htmlhelp.com/tools/validator/problems.html#amp
Very interesting: http://ppewww.ph.gla.ac.uk/~flavell/www/formgetbyurl.html