This is a fault associated with the OBD III mandated vapor recovery system self test. In other cars it indicates that the gas cap is loose or off keeping the fuel vapor recovery system test to complete. You may have a leak associated with the flap that seals the fuel filler neck.
When you start your vehicle the fuel vapor recovery system is pressurized by a small pump and any measured leak down (greater than 2 psi in less than 1 sec for example) that is greater that normal is indicative of a leak in the system. Most earlier cars would just flash the "Service Engine" light. Newer cars have a dedicated idiot light. One car I had flashed a picture of the gas cap on the screen.