If you are getting this message, there is most likely no AdminCC's are defined for the queue that the ticket was created with.
Go to: Configuration->Queues->[Queue Name]->Watchers
Replace [Queue Name] with the queue you wish to edit.
The next step is: find a user you wish to be the AdminCC for the queue, eg: root
Set up the watchers form as follows:
Find people whose [User Id] contains root
Submit the form, and after that, add the user root to AdminCC.
Another possible reason could be the existense of words like 'bulk' or 'junk' in the incoming email header.
This message can also appear when no recipients are found for the mail. Remember that the person performing the transaction is removed from the list of potential recipients (except with AutoReply), so you may actually have no real recipients.