Hi Aditya,
This can happen when there is a change to the genome assembly between when your data was produced and when we pulled the ensembl data to construct MSigDB, what likely happened is that some transcripts that were previously considered to be their own gene were reassigned to MICAL2, and we picked that reassignment up in the mapping file.
In that case you'll generally need to use the "Collapse" option instead of "No_collapse" and if this is RNA-seq data, change the "collapsing mode for probes >= 1" setting in advanced fields to "sum".
Let me know if you have any other questions, or see additional error messages after making this change.
-Anthony
Anthony S. Castanza, PhD
Curator, Molecular Signatures Database
Mesirov Lab, Department of Medicine
University of California, San Diego