You will receive this error if you or another user already has the Batch Process window open and you open it again.
Best practice is for one instance of the Batch Process window to be open at a time. Should you receive the error and have the window open multiple times, close the new instance of the window and proceed with the first one. If another user has the window open, either request that they close the window or wait for them to finish before proceeding.
The error message will give you a choice.
Yes - to open the Batch Process if you don't think the window is checked out. You will need to confirm this choice in a second message. By proceeding the other instance will not be able to save changes.
No - this will open the Batch Process window, but you won't be able to save changes.