Don't ever change NewGRF on a running game, if you don't know what you do (and you obviously don't). Every time you do so, you got that warning message. You did change NewGRF in that particular game more than a dozen times, so you have acknowledged this message at least as often.
Try whether adding the same newgrf again will help. Maybe it is also the generic trams which alone you added and removed a dozen times alone. No guarantees given whatsoever.
Sorry for sounding rude, but read the messages. Read the wiki on changing NewGRFs, too:
http://wiki.openttd.org/Newgrf
Choose your newgrf BEFORE creating the map and then stick with them. Also don't upgrade NewGRFs to a new version. That can have the same effects.