This error occurs when you download an eBook (an ACSM file), and it tries to open in OverDrive's desktop app instead of Adobe Digital Editions (ADE). OverDrive's desktop app is only compatible with audiobooks (that are downloaded as ODM files), so it doesn't know what to do with the ACSM file.
To resolve this issue, follow our instructions to set ADE as the default program to open ACSM files.
Then, try downloading the title again. It should open in ADE.