If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, ...

1) If you do not expect to be performing item-level restores using this recovery point, then dismiss this alert; otherwise, take the recommended actions in the subsequent steps.
2) Install HyperV Role on DPM server.
3) In the Protection task area, select the data source and click Create recovery point to restart the backup.