Are you clicking on the icon for your compiled program or for MS VS?
It is not clear.
Your thread title seems to indicate that you are trying to load a sprite?
If this message is appearing on your compiled app, then it looks like something that is happening during initialisation.
To help with this kind of issue, we really need to see the code. And whether it is being executed from the 'app::Begin' method or 'app::Loop'. The 'Begin' method only executes once. The other is the main loop for the application.
Cheers,
Ancient Lady