not sure I've seen that message before. There is a similar one which is a little more specific:
Application being captured: xxxxxxxxxxxxxxxxxxxxxxx
ATTENTION: A number of methods were attempted to scroll the contents of the target window, but nothing worked.
Sometimes when this happens it simply means you have to first click inside the actual content area of the window to be captured.
You could try clicking inside the target window where the content is, and then click the "Re-test" button; or choose manual scroll method below.
Alternatively, if you selected a full application window, click the "Back" button and re-select a more specific scrollable content area.
sometimes, if you click in the scrolling window, and have another go it will work.
btw, which OS is that?
Is that horizontal scrolling that is required?
(On windows 7 here atm, there's nothing to scroll in the Start Menu so I cannot test.)