I think this means the check the system does when you start the car, failed for some reason. Or you drove off before it said 'OK'. I seem to remember these were suggested to me when I had a similar problem. Mine doesn't do it very often though.
Search the forum for "proxy aligment" and you'll get the answer.
What's really hapening is that, when you turn on your Alfa there's an automatic check of everything. Seems that, for some reason there was an error during that (might not be anything special) and it has been recorded in memory. Take it to your dealer and they will reset the computer and every thing will turn back to normal.