This error message means that you are trying to import a record that does not have a 'parent' record. For example, you are trying to import data for a LocationID, but that LocationID doesn't exist in the LocationDetails table. Or as another example, you are trying to import data into a lab test table, and a parent Sample (with all the same key fields) doesn't exist in the SampleInformation table.
You'll need to ensure your import mapping is appropriately creating these parent records.
Please see this forum post for further discussion/explanation: