You need to do exactly what the message states. Go to that physical device and check the notifier to see if the desktop enhancements are installed. If they aren't you should be prompted to install them. If you have no prompt and Live Mesh is signed in on that PC, consider reinstalling Live Mesh on that device.
If that does not resolve the issue, then submit a bug report with logs per the instructions here:
How to Submit Bugs and Live Mesh Logs
Note that you probably won't get a response to the bug report, though. It will be transferred to the internal system to be assigned to the appropriate development group.
-steve
Microsoft MVP Windows Live / Windows Live OneCare, Live Mesh, & MS Security Essentials Forums Moderator