If this is a piece of software that can be started via an icon/shortcut on your system, but that resides on another server - then it's as the message says. If you right click the icon and check 'properties' it should show you where it's installed. If you can see who's running it then contact them to close the application. If not, speak to your IT team and mention you need to run it (they can probably find out who's running it or shut down the application remotely so you can use it).