When you have IE-9 installed and you get that error message, you're referred to a Mobipocket forum which unfortunately doesn't appear to be active. It would be nice if someone could identify what exactly is the conflict in IE-9 and suggest a means of circumventing the problem so you could have IE-9 and use the Mobipocket Creator program as well.
I did find that if you're using Book Designer to create your book that if you use Calibre to convert to Mobi you still will get a functioning toc anyway, and for a while I was content to do it that way. But then I downloaded a 2-novel collection from Baen and formatted it in Book Designer as I usually do. One novel had 23 chapters and the second had 28 and when converted by Calibre, Calibre created a toc with 1-23 chapters of the first and 24-28 chapters of the second. I couldn't find a way around the problem, so uninstalled IE-9.