It does not necessarily mean anything specific. It could be nothing more than the fact that your employer didn't send them a copy of the W-2 or that the copy they sent got garbled somehow. If you're concerned, there should be a telephone number on the letter that you could call and ask. Don't hesitate to ask if you're worried, they won't think anything suspicious if you call them.
I found this on the internet:"Most Frequently Used Phone Numbers: Individual Income Tax: (317) 232-2240"
