It means you have configured Sales Order Processing to override shortages when there's no inventory in stock. This in turn will drive the item quantities to negative if you choose to post these invoices. If you feel that what you need to do is to back order the quantities you are short, then go to Sales Order Processing setup and change the default shortage option to Back Order Balance or Backorder All.
As a way to test, you can always enter the transaction you are trying to integrate manually in GP and you should experience the same message.
