Hello and welcome to the forum.
I'd not seen that one before, so I went to the online help.
The help comment is:
This message displays when you are using multiple external lookups and you attempt to use linking columns in a lookup which are from incompatible sources. Select compatible linking columns for the lookup.[/QUOTE]
Are you building the lookup using multiple linking columns, or just a single column?
I should have asked if you're importing from Excel files.
I'll go with that assumption. Check your files to verify that the columns you're using to link together contain values that are of the same data type.
Additionally, Monarch scans the first 250 rows to determine the field type for the entire column. So if there's an alpha character in row 300 and the first 250 contain only numeric values, you might wind up with another problem because Monarch thinks that the whole column is numeric.
But that's just something to watch out for that isn't likely related to the problem at hand.