This most likely means that the file you are trying to open was created and encrypted by someone else. In order to open it, you would need the owner's permission. The owner can grant permission by adding you to his or her Authorized People list, or by adding you as a partner or team member. You can find more information about that here.
This error message might also appear when your team member or partner shares files with you that they aren't authorized to distribute further. For example, they might have received the files from others, who actually own and encrypted the files. The creators of the files would have to authorize you directly.