It means that the assembly or executable module being built on your project is supposed to be an application, which always requires the definition of the entry point, a function to be called when the application is loaded. By some reason, it is missing.
Please see:
http://en.wikipedia.org/wiki/Main_function[
^].
You need to tag appropriate classifiers of your project when asking questions, such as platform, language, application type and other relevant detail.
—SA