Reason for javascript disabled in drupal site?
Hierarchical select adds that info box but removes it with JavaScript. This means that this error can happen for three reasons:


The hierarchical_select.js file is not loaded on the page.
You have an js error on the page before the hierarchical_select.js file is executed.
You have changed the markup for that info box, so that it is not removed by the JavaScript.


The most obvious reason is a that a JavaScript error breaks this page for you, but that is something you'll have to debug yourself...

To do so open firebug on Firefox or the preinstalled Developer Tools on Chrome (strg+shift+i). If you use firebug first enable the Console. Then reload the page and if there is a Javascript Error it will be indicated  with a red warning.