Hi istecenter,
Most likely it appears because you are using
File Integrity Monitoring and that file belongs to a path you want to monitor, let me know if this is the case.
In case my assumption is correct, you can eliminate that error from the log by
ignoring that file, you can test by adding <ignore>C:\users\e\ntuser.*</ignore> in your Windows config file (open C:\Program Files (x86)\ossec-agent\win32ui.exe and then click on View > View Config) under <syscheck>
I hope you find this information useful, please let me know if this address the issue