Denise- Assuming that you have Ultimate Family Tree, this seems to be a Foxsqz error message. (A search in the UFT folder for "bad local" shows that string in three files, Foxsqz.txt, Foxsqz.exe, and Uft.exe).
From the Foxsqz.txt file,
"5Bad Local Header
The local header of the SQZ archive file has been either damaged or tampered with or is from a very early version of FOXSQZ."
You might try turning off your anti-virus software, or other TSR programs, and then hope for the best. -john