Are you making this selection on your device or when connected to the Desktop Software? If on your device, my advice is to stop...the on-device OTA update is, IMHO, dangerous. Rather, use the Desktop Software and then you can take a full backup to your computer, which will be forever preserved...the on-device update takes an on-device backup, but if anything goes wrong, that backup file is lost forever.
Please clarify exactly the steps you are taking to reach this error message. Also, please be sure to provide the exact and complete content of the error message.
Occam's Razor nearly always applies when troubleshooting technology issues!
If anyone has been helpful to you, please show your appreciation by clicking the button inside of their post. Please click here and read, along with the threads to which it links, for helpful information to guide you as you proceed. I always recommend that you treat your BlackBerry like any other computing device, including using a regular backup schedule...click here for an article with instructions.