It's difficult to know what's the reason you've seen such message, but I can explain when the alert is shown so that maybe we can understand it together:
When a client tries to connect to a server (or tries to subscribe to a table) and fails it checks if there are other clients connected to the same server on the same browser instance. If it finds that maybe there are other engines connected to such server it guess that the reason it failed to connect is that the limit of concurrent connections per server was exhausted.
Such limit should be 2 by HTTP specs, but it vary from browser to browser.
Which browser were you using?
After the alert was the client able to connect?
Was it true that others clients were open on the same browser (the onSimilarEngineFound is by default NEW_SESSION so that if you don't set it and open 2 tabs with the same application than both will create their engine and connect to the server)
Note that you can avoid the alert from being shown reimplementing onClientAlert methods:
http://www.lightstreamer.com/docs/client_web_jsdoc/LightstreamerEngine.html#onClientAlert
http://www.lightstreamer.com/docs/client_web_jsdoc/PushPage.html#onClientAlert
about the 2 connections limit check http specs on [Page 46]:
http://www.ietf.org/rfc/rfc2616.txt
HTH.
