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It asks that because the indicator file you are importing includes some other indicator -- such as a moving average or something else that is needed for the imported indicator to run -- and it has found that you already have a version of that other indicator on your computer that has a newer date.
The newer version you already have is probably better and you should say no, unless you really want to ditch it in favor of the older one in the import. You should not do that unless you have a definite reason to. The only reason to say "yes" would be that you know that the newer version has something wrong with it -- and in that case, it would be better to deal with that issue separately, not while you are importing something else.
So that's my longer answer, and @cory had it right, with a lot fewer words....
But that's what's going on when you get that message.
