Generally this message means that you have no PSMs with good likelihoods of being correct in this analysis set.
There are a few "usual suspect" reasons for why you would not observe any PSMs with non-zero probabilities among your results.
1. Poor quality data (e.g. empty sample)
2. Incorrect database (e.g. wrong organism, common contaminants missing)
3. Incorrect search parameters (e.g. wrong tolerances or incorrect static modifications specified)
Please go down the list to help yourself troubleshoot.