The message means that a file manager or HTML Editor instance have already beed created for the site.
The File manager location is only set once for the site, and you cant change it through the Data Assist wizard. to change the upload folder, you need to use the WebAssist -> Forms -> HTML Editor -> Site Settings access point.
for the problem with the file manager:
I have created a support ticket so we can look into this issue further.
To view and edit your support ticket, please log into your support history:
If anyone else is experiencing this same issue, please append to this thread.