i get this message sometimes as well. I think its to do with the fact that some components of netfilter are compiled into the kernel instead of as modules. So when the script tries to unload certain modules, it cant (its part of the kernel) ... I have noticed that it causes no problem however.
* AMD Phenom 9750, 8GB DDR-1066, Gigabyte MA770UD3, ATI X550, F12 64bit
* Dual Athlon MP2800+, Gigabyte GA-7DPXDWP, 1GB, Centos 5.4