Personally I've never even installed the software that came with my FX30, I just my card reader.

I really don't know why people bother downloading from the camera to be honest... We get endless queries on here about downloading issues and virtually all of them involve trying to download from the camera, it just isn't worth the hassle. Our stock answer these days is "Buy a card reader, it's far less hassle"...

My guess is that you are getting the message due to some communication error between camera and PC. Do the AV and USB outputs use the same connector? Have you accidentally set the camera to output AV when you actually want file transfer?