I also have this coffee machine and have never seen that message. the water filter is an extra which you can buy , it is not the little white filter inside water compartment so not sure because if you had bought one and put it in guess you would know how to change it, by the way which coffee do you put in your machine because I have never made great tasting coffee, bit disappointed, maybe you could advise me, thanking you
JAN
November 2013